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iShares MSCI USA Min Vol Factor ETF (USMV.MX)
Mexico - Mexico Delayed price. Currency in MXN
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As of 12:11PM CST. Market open.
Risk statistics
3 yearsUSMV.MXCategory average
5 yearsUSMV.MXCategory average
10 yearsUSMV.MXCategory average
Alpha
N/A-1.1
N/A-0.96
N/A-1.2
BETA
N/A0.95
N/A0.98
N/A0.99
Mean annual return
N/A0.91
N/A1.21
N/A1.01
R-squared
N/A93.93
N/A95.16
N/A95.05
Standard deviation
N/A17.33
N/A18.46
N/A15.4
Sharpe ratio
N/A0.46
N/A0.67
N/A0.69
Treynor ratio
N/A7.21
N/A11.73
N/A10.12
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