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
-2.34-0.65
-0.66-0.48
00.15
Beta
1.030.98
0.961
01
Mean Annual Return
1.060.86
0.831.28
00.69
R-squared
93.9194.06
93.5895.34
096.99
Standard Deviation
12.8210.9
11.8911.38
015.42
Sharpe Ratio
0.860.94
0.751.34
00.48
Treynor Ratio
10.6410.38
8.9415.73
06.54