SIZE - iShares Edge MSCI USA Size Factor ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsSIZECategory Average
5 YearsSIZECategory Average
10 YearsSIZECategory Average
Alpha
-1.94-0.65
-0.28-0.48
00.15
Beta
1.020.98
0.971
01
Mean Annual Return
1.030.86
0.861.28
00.69
R-squared
94.5894.06
93.7395.34
096.99
Standard Deviation
12.7810.9
12.0611.38
015.42
Sharpe Ratio
0.850.94
0.781.34
00.48
Treynor Ratio
10.5410.38
9.4315.73
06.54