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iShares Edge MSCI Mltfct USA SmCp ETF (SMLF)
NYSEArca - NYSEArca Delayed price. Currency in USD
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60.90
+0.18
(+0.30%)
At close: 04:00PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
SMLF
Category average
5 years
SMLF
Category average
10 years
SMLF
Category average
Alpha
-3.16
-7.29
-4.03
-5.88
0
-5.16
BETA
1.08
1
1.1
1.12
0
1.12
Mean annual return
0.68
0.29
1.15
1.02
0
0.79
R-squared
80.13
75.25
81.89
77.36
0
74.69
Standard deviation
21.45
20.6
22.21
23.2
0
19.86
Sharpe ratio
0.23
0.01
0.52
0.43
0
0.4
Treynor ratio
2.62
-1.83
8.8
6.88
0
5.48
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