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iShares Edge MSCI Intl Momentum Fctr ETF (IMTM)

NYSEArca - NYSEArca Delayed price. Currency in USD
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38.63+0.16 (+0.42%)
At close: 04:00PM EDT

Risk statistics

3 yearsIMTMCategory average
5 yearsIMTMCategory average
10 yearsIMTMCategory average
Alpha
3.04-1.44
3.340.91
01.71
BETA
0.971.14
0.881.02
00.99
Mean annual return
0.39-0.01
0.90.76
00.56
R-squared
86.7284.82
86.8283.82
083.8
Standard deviation
17.0920.3
16.5419.56
016.34
Sharpe ratio
0.08-0.15
0.520.36
00.32
Treynor ratio
0.01-4.41
8.565.26
04.11