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iShares Edge MSCI Intl Value Factor ETF (IVLU)
NYSEArca - Nasdaq Real-time price. Currency in USD
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28.31
+0.17
(+0.60%)
At close: 03:59PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
IVLU
Category average
5 years
IVLU
Category average
10 years
IVLU
Category average
Alpha
6.3
3.02
1.63
0.65
0
-0.46
BETA
0.96
0.97
1.03
1.03
0
1.02
Mean annual return
0.67
0.52
0.69
0.68
0
0.41
R-squared
87.64
88.24
87.1
89.57
0
89.1
Standard deviation
16.8
16.88
19.46
19.19
0
16.16
Sharpe ratio
0.3
0.2
0.31
0.31
0
0.21
Treynor ratio
3.87
2.22
4.19
4.24
0
2.15
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