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    More On MTUM


    iShares Edge MSCI USA Momentum Factor (MTUM)

    -NYSEArca
    77.66 Down 0.37(0.47%) 11:54AM EDT - Nasdaq Real Time Price

    Risk as of Jun 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMTUMCategory
    Alpha (against Standard Index)4.48N/A
    Beta (against Standard Index)0.92N/A
    Mean Annual Return1.27N/A
    R-squared (against Standard Index)82.62N/A
    Standard Deviation11.44N/A
    Sharpe Ratio1.33N/A
    5 Years
    StatisticMTUMCategory
    Alpha (against Standard Index)NaNN/A
    Beta (against Standard Index)NaNN/A
    Mean Annual ReturnNaNN/A
    R-squared (against Standard Index)NaNN/A
    Standard DeviationNaNN/A
    Sharpe RatioNaNN/A
    10 Years
    StatisticMTUMCategory
    Alpha (against Standard Index)NaNN/A
    Beta (against Standard Index)NaNN/A
    Mean Annual ReturnNaNN/A
    R-squared (against Standard Index)NaNN/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor RatioNaNN/A