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iShares Edge MSCI USA Value Factor ETF (VLUE)

Cboe US - Cboe US Delayed price. Currency in USD
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103.24-0.18 (-0.17%)
At close: 01:00PM EDT
102.16 -1.04 (-1.01%)
After hours: 01:05PM EDT

Risk statistics

3 yearsVLUECategory average
5 yearsVLUECategory average
10 yearsVLUECategory average
Alpha
-6.62-2.17
-6.2-3.61
-4.84-3.24
BETA
0.950.83
1.020.93
1.050.94
Mean annual return
0.340.63
0.820.93
0.750.78
R-squared
78.0678.38
78.6681.69
82.4483.62
Standard deviation
19.0816.64
20.7818.66
17.6215.77
Sharpe ratio
0.040.26
0.360.48
0.420.5
Treynor ratio
-1.133.68
5.498.08
5.857.32