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iShares MSCI Global Min Vol Factor ETF (ACWV)

Cboe US - Cboe US Real-time price. Currency in USD
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104.64+0.10 (+0.10%)
At close: 04:00PM EDT

Risk statistics

3 yearsACWVCategory average
5 yearsACWVCategory average
10 yearsACWVCategory average
Alpha
-1.96-0.81
-2.82-0.8
0.98-0.29
BETA
0.640.97
0.650.96
0.630.95
Mean annual return
0.270.46
0.510.95
0.610.71
R-squared
84.7592.5
85.1593.38
79.692.17
Standard deviation
11.5916.89
12.3417.51
10.5114.66
Sharpe ratio
00.14
0.320.52
0.550.48
Treynor ratio
-0.980.92
5.048.39
8.636.52