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
4.29-0.65
5.48-0.48
00.15
Beta
0.680.98
0.671
01
Mean Annual Return
1.120.86
1.071.28
00.69
R-squared
81.2194.06
76.9295.34
096.99
Standard Deviation
9.1810.9
9.1811.38
015.42
Sharpe Ratio
1.290.94
1.291.34
00.48
Treynor Ratio
18.110.38
18.0115.73
06.54