Australia markets closed

iShares MSCI Intl Momentum Factor ETF (IMTM)

NYSEArca - NYSEArca Delayed price. Currency in USD
Add to watchlist
38.64-0.06 (-0.16%)
At close: 04:00PM EDT

Risk statistics

3 yearsIMTMCategory average
5 yearsIMTMCategory average
10 yearsIMTMCategory average
Alpha
1.9-2.37
3.490.8
01.48
BETA
0.961.13
0.871.02
01
Mean annual return
0.3-0.08
0.780.61
00.54
R-squared
86.584.68
86.6283.84
084.01
Standard deviation
16.9120.17
16.519.64
016.35
Sharpe ratio
0.03-0.18
0.440.27
00.3
Treynor ratio
-0.93-4.96
7.063.44
03.78