QUAL - iShares Edge MSCI USA Quality Factor ETF

BATS - BATS Delayed Price. Currency in USD

Risk Statistics

3 YearsQUALCategory Average
5 YearsQUALCategory Average
10 YearsQUALCategory Average
Alpha
-0.29-0.65
0.82-0.48
00.15
Beta
10.98
0.971
01
Mean Annual Return
1.090.86
11.28
00.69
R-squared
96.594.06
96.6795.34
096.99
Standard Deviation
12.3110.9
11.8811.38
015.42
Sharpe Ratio
0.930.94
0.931.34
00.48
Treynor Ratio
11.4810.38
11.315.73
06.54