USMV - iShares Edge MSCI Min Vol USA ETF

BATS - BATS Delayed Price. Currency in USD

Risk Statistics

3 YearsUSMVCategory Average
5 YearsUSMVCategory Average
10 YearsUSMVCategory Average
Alpha
1.95-0.65
4.14-0.48
00.15
Beta
0.740.98
0.721
01
Mean Annual Return
1.020.86
1.021.28
00.69
R-squared
76.594.06
78.6995.34
096.99
Standard Deviation
9.1710.9
9.0811.38
015.42
Sharpe Ratio
1.190.94
1.261.34
00.48
Treynor Ratio
14.9710.38
16.3215.73
06.54