VLUE - iShares Edge MSCI USA Value Factor ETF

BATS - BATS Delayed Price. Currency in USD

Risk Statistics

3 YearsVLUECategory Average
5 YearsVLUECategory Average
10 YearsVLUECategory Average
Alpha
-1.540.43
00.71
0-0.34
Beta
1.110.91
00.9
00.97
Mean Annual Return
0.920.88
01.25
00.64
R-squared
90.1686.29
084.94
088.42
Standard Deviation
11.7610.58
010.81
015.87
Sharpe Ratio
0.91
01.38
00.43
Treynor Ratio
9.3511.86
017.48
05.97