MTUM - iShares Edge MSCI USA Momentum Fctr ETF

NYSE American - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsMTUMCategory Average
5 YearsMTUMCategory Average
10 YearsMTUMCategory Average
Alpha
6.65-0.19
0-0.12
01.99
Beta
0.831.05
01.05
01.04
Mean Annual Return
1.30.97
01.38
00.88
R-squared
71.989.09
090.29
091.36
Standard Deviation
9.8512.1
012.36
016.71
Sharpe Ratio
1.550.96
01.34
00.58
Treynor Ratio
19.1710.86
016.11
08.25