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iShares Edge MSCI USA Quality Factor ETF (QUAL)

Cboe US - Cboe US Real-time price. Currency in USD
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171.13+0.27 (+0.16%)
At close: 04:00PM EDT
171.49 +0.36 (+0.21%)
After hours: 07:04PM EDT

Risk statistics

3 yearsQUALCategory average
5 yearsQUALCategory average
10 yearsQUALCategory average
Alpha
0.34-1.52
-0.28-1.12
0.12-1.2
BETA
1.060.95
1.030.98
1.010.99
Mean annual return
0.960.74
1.381.25
1.120.99
R-squared
97.9593.99
97.9995.11
97.4295.1
Standard deviation
19.1517.52
18.9618.32
15.6615.51
Sharpe ratio
0.440.32
0.750.7
0.760.67
Treynor ratio
6.54.49
13.1612.18
11.219.75