JKF - iShares Morningstar Large-Cap Value ETF

NYSE - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsJKFCategory Average
5 YearsJKFCategory Average
10 YearsJKFCategory Average
Alpha
-0.840.43
-1.670.71
-2.24-0.34
Beta
0.930.91
0.940.9
0.930.97
Mean Annual Return
0.760.88
1.011.25
0.470.64
R-squared
85.486.29
85.3284.94
90.9588.42
Standard Deviation
10.0810.58
9.6310.81
14.7815.87
Sharpe Ratio
0.871
1.231.38
0.350.43
Treynor Ratio
9.3311.86
12.8317.48
4.565.97