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iShares MSCI Intl Momentum Factor ETF (IMTM)
NYSEArca - Nasdaq Real-time price. Currency in USD
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39.47
-0.16
(-0.40%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
IMTM
Category average
5 years
IMTM
Category average
10 years
IMTM
Category average
Alpha
1.9
-2.37
3.49
0.8
0
1.48
BETA
0.96
1.13
0.87
1.02
0
1
Mean annual return
0.3
-0.08
0.78
0.61
0
0.54
R-squared
86.5
84.68
86.62
83.84
0
84.01
Standard deviation
16.91
20.17
16.5
19.64
0
16.35
Sharpe ratio
0.03
-0.18
0.44
0.27
0
0.3
Treynor ratio
-0.93
-4.96
7.06
3.44
0
3.78
Data disclaimer
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