Australia markets open in 6 hours 20 minutes

iShares MSCI USA Quality Factor ETF (QUAL)

Cboe US - Cboe US Real-time price. Currency in USD
Add to watchlist
165.65-0.24 (-0.15%)
As of 01:39PM EDT. Market open.

Risk statistics

3 yearsQUALCategory average
5 yearsQUALCategory average
10 yearsQUALCategory average
Alpha
0.35-1.27
-0.38-1.02
0.05-1.16
BETA
1.060.96
1.030.98
1.010.99
Mean annual return
0.840.65
1.171.07
1.090.97
R-squared
97.9193.97
98.0595.24
97.4195.13
Standard deviation
18.9517.4
19.218.57
15.615.48
Sharpe ratio
0.370.27
0.620.58
0.740.66
Treynor ratio
5.163.46
10.489.77
10.99.57