USMV - iShares Edge MSCI Min Vol USA ETF

BATS - BATS Real Time Price. Currency in USD

Risk Statistics

3 YearsUSMVCategory Average
5 YearsUSMVCategory Average
10 YearsUSMVCategory Average
Alpha
2.02-0.65
4.83-0.48
00.15
Beta
0.690.98
0.691
01
Mean Annual Return
1.010.86
1.051.28
00.69
R-squared
81.3694.06
78.4995.34
096.99
Standard Deviation
9.3410.9
9.3511.38
015.42
Sharpe Ratio
1.150.94
1.261.34
00.48
Treynor Ratio
15.8610.38
17.4415.73
06.54