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iShares International Equity Factor ETF (INTF)

NYSEArca - NYSEArca Delayed price. Currency in USD
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29.58+0.27 (+0.92%)
At close: 04:00PM EDT

Risk statistics

3 yearsINTFCategory average
5 yearsINTFCategory average
10 yearsINTFCategory average
Alpha
2.780.82
0.370.46
00.35
BETA
1.041.01
1.021
00.98
Mean annual return
0.360.21
0.580.58
00.44
R-squared
95.4692.68
9693.39
092.45
Standard deviation
17.4217.15
18.3718.19
015.36
Sharpe ratio
0.07-0.03
0.260.26
00.25
Treynor ratio
-0.17-1.92
3.093.24
02.76