QUAL - iShares Edge MSCI USA Quality Factor ETF

NYSE American - NYSE American Delayed Price. Currency in USD

Risk Statistics

3 YearsQUALCategory Average
5 YearsQUALCategory Average
10 YearsQUALCategory Average
Alpha
0.86-0.65
0-0.48
00.15
Beta
0.940.98
01
01
Mean Annual Return
0.920.86
01.28
00.69
R-squared
96.1894.06
095.34
096.99
Standard Deviation
9.6210.9
011.38
015.42
Sharpe Ratio
1.110.94
01.34
00.48
Treynor Ratio
11.4610.38
015.73
06.54