SIZE - iShares Edge MSCI USA Size Factor ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsSIZECategory Average
5 YearsSIZECategory Average
10 YearsSIZECategory Average
Alpha
-1.91-0.65
-0.05-0.48
00.15
Beta
1.020.98
0.971
01
Mean Annual Return
0.970.86
0.921.28
00.69
R-squared
94.5494.06
93.8495.34
096.99
Standard Deviation
12.7210.9
11.9611.38
015.42
Sharpe Ratio
0.80.94
0.851.34
00.48
Treynor Ratio
9.710.38
10.2915.73
06.54