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iShares MSCI Global Min Vol Factor ETF (ACWV)

Cboe US - Cboe US Delayed price. Currency in USD
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104.43+1.02 (+0.99%)
At close: 04:00PM EDT

Risk statistics

3 yearsACWVCategory average
5 yearsACWVCategory average
10 yearsACWVCategory average
Alpha
-1.5-0.77
-2.05-0.81
1.05-0.31
BETA
0.640.97
0.640.96
0.640.95
Mean annual return
0.260.39
0.460.79
0.610.69
R-squared
84.5992.23
84.0993.26
79.6492.01
Standard deviation
11.5716.76
12.3317.68
10.514.6
Sharpe ratio
0.010.1
0.270.41
0.550.47
Treynor ratio
-0.910.28
4.166.24
8.596.35