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iShares MSCI World ex Australia Minimum Volatility ETF (WVOL.AX)

ASX - ASX Delayed price. Currency in AUD
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39.09-0.12 (-0.31%)
At close: 03:20PM AEST

Risk statistics

3 yearsWVOL.AXCategory average
5 yearsWVOL.AXCategory average
10 yearsWVOL.AXCategory average
Alpha
0.1N/A
-1.77N/A
0N/A
BETA
0.61N/A
0.66N/A
0N/A
Mean annual return
0.7N/A
0.58N/A
0N/A
R-squared
68.84N/A
67.06N/A
0N/A
Standard deviation
8.91N/A
9.75N/A
0N/A
Sharpe ratio
0.68N/A
0.55N/A
0N/A
Treynor ratio
9.78N/A
7.7N/A
0N/A