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iShares Edge MSCI Multifactor EmMkts ETF (EMGF)

Cboe US - Cboe US Delayed price. Currency in USD
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46.25+0.45 (+0.98%)
At close: 04:00PM EDT

Risk statistics

3 yearsEMGFCategory average
5 yearsEMGFCategory average
10 yearsEMGFCategory average
Alpha
-2.74-5.68
-1.03-2.21
0-0.91
BETA
0.920.95
0.930.99
01
Mean annual return
0.04-0.21
0.490.42
00.37
R-squared
83.8277.77
80.6779.48
076.88
Standard deviation
16.4717.81
18.1419.62
017.17
Sharpe ratio
-0.15-0.29
0.210.15
00.17
Treynor ratio
-4.14-6.88
2.411.12
01.48