Singapore markets open in 5 hours 7 minutes

iShares MSCI USA Min Vol Factor ETF (USMV)

Cboe US - Cboe US Real-time price. Currency in USD
Add to watchlist
83.20+0.11 (+0.13%)
As of 03:53PM EDT. Market open.

Risk statistics

3 yearsUSMVCategory average
5 yearsUSMVCategory average
10 yearsUSMVCategory average
Alpha
-1.72-1.52
-3.35-1.12
0.67-1.2
BETA
0.740.95
0.760.98
0.740.99
Mean annual return
0.590.74
0.81.25
0.90.99
R-squared
85.6793.99
86.8795.11
83.4595.1
Standard deviation
14.1517.52
14.8518.32
12.2915.51
Sharpe ratio
0.270.32
0.50.7
0.750.67
Treynor ratio
44.49
8.7412.18
12.139.75