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iShares Factors US Value Style ETF (STLV)

Cboe US - Cboe US Real-time price. Currency in USD
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25.67+0.00 (+0.00%)
At close: 03:58PM EDT

Risk statistics

3 yearsSTLVCategory average
5 yearsSTLVCategory average
10 yearsSTLVCategory average
Alpha
1.79-2.61
0-4.16
0-4.5
BETA
0.90.93
01.08
01.07
Mean annual return
1.010.52
00.91
00.76
R-squared
81.4474.25
078.4
078.43
Standard deviation
17.6919.06
022.48
018.36
Sharpe ratio
0.570.17
00.39
00.42
Treynor ratio
10.121.57
06.03
05.86