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iShares Edge MSCI Multifactor Intl ETF (INTF)
NYSEArca - NYSEArca Delayed price. Currency in USD
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30.49
-0.13
(-0.42%)
At close: 03:59PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
INTF
Category average
5 years
INTF
Category average
10 years
INTF
Category average
Alpha
2.78
0.82
0.37
0.46
0
0.35
BETA
1.04
1.01
1.02
1
0
0.98
Mean annual return
0.36
0.21
0.58
0.58
0
0.44
R-squared
95.46
92.68
96
93.39
0
92.45
Standard deviation
17.42
17.15
18.37
18.19
0
15.36
Sharpe ratio
0.07
-0.03
0.26
0.26
0
0.25
Treynor ratio
-0.17
-1.92
3.09
3.24
0
2.76
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