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iShares MSCI USA Momentum Factor ETF (MTUM)

Cboe US - Cboe US Real-time price. Currency in USD
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184.62+0.33 (+0.18%)
At close: 04:00PM EDT
184.62 0.00 (0.00%)
After hours: 05:29PM EDT

Risk statistics

3 yearsMTUMCategory average
5 yearsMTUMCategory average
10 yearsMTUMCategory average
Alpha
-4.92-3.88
-1.5-0.54
1.340.05
BETA
0.951.12
0.931.06
0.931.06
Mean annual return
0.340.52
0.981.19
1.121.14
R-squared
75.2187.17
79.0387.62
79.1487.36
Standard deviation
19.2921.44
19.3221.12
15.8817.43
Sharpe ratio
0.050.16
0.50.58
0.750.7
Treynor ratio
-0.911.06
8.8510.08
12.2410.68