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iShares Edge MSCI USA Momentum Fctr ETF (MTUM)

Cboe US - Cboe US Delayed price. Currency in USD
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175.29-1.82 (-1.03%)
At close: 04:00PM EDT
175.64 +0.35 (+0.20%)
After hours: 06:03PM EDT

Risk statistics

3 yearsMTUMCategory average
5 yearsMTUMCategory average
10 yearsMTUMCategory average
Alpha
-3.71-3.69
-1.32-0.43
1.42-0.12
BETA
0.951.12
0.921.06
0.921.06
Mean annual return
0.690.83
1.111.35
1.161.17
R-squared
75.0286.95
78.5587.4
78.7887.04
Standard deviation
19.3421.48
19.120.98
15.7517.34
Sharpe ratio
0.280.35
0.590.68
0.790.73
Treynor ratio
3.864.68
10.9112.1
12.9511.11