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iShares Edge MSCI USA Size Factor ETF (SIZE)

NYSEArca - NYSEArca Delayed price. Currency in USD
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138.02-1.04 (-0.75%)
At close: 04:00PM EDT

Risk statistics

3 yearsSIZECategory average
5 yearsSIZECategory average
10 yearsSIZECategory average
Alpha
-3.96-1.27
-3.62-1.02
-2.16-1.16
BETA
1.020.96
1.080.98
1.050.99
Mean annual return
0.460.65
0.961.07
0.940.97
R-squared
92.1193.97
92.8695.24
92.5695.13
Standard deviation
18.7917.4
20.7318.57
16.5815.48
Sharpe ratio
0.130.27
0.450.58
0.590.66
Treynor ratio
0.73.46
79.77
8.469.57