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iShares Edge MSCI Min Vol USA Sm-Cp ETF (SMMV)

Cboe US - Cboe US Real-time price. Currency in USD
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36.27+0.17 (+0.47%)
At close: 03:59PM EDT

Risk statistics

3 yearsSMMVCategory average
5 yearsSMMVCategory average
10 yearsSMMVCategory average
Alpha
-6.33-7.01
-6.81-5.68
0-5.46
BETA
0.680.99
0.781.12
01.12
Mean annual return
0.260.44
0.50.97
00.78
R-squared
79.5874.07
78.8577.53
074.12
Standard deviation
13.3820.18
16.1523.29
019.74
Sharpe ratio
0.010.12
0.240.41
00.4
Treynor ratio
-1.110.48
3.316.45
05.53