IMTM - iShares Edge MSCI Intl Momentum Factor ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsIMTMCategory Average
5 YearsIMTMCategory Average
10 YearsIMTMCategory Average
Alpha
1.492.15
02.56
00.41
Beta
0.890.88
00.92
00.82
Mean Annual Return
0.840.25
00.74
00.32
R-squared
85.9183.96
087.99
085.8
Standard Deviation
10.8812.12
013.94
017.04
Sharpe Ratio
0.770.24
00.64
00.18
Treynor Ratio
9.322.57
09.09
01.9