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iShares MSCI Emerging Markets Multifactor ETF (EMGF)

Cboe US - Cboe US Delayed price. Currency in USD
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46.71+0.38 (+0.82%)
At close: 04:00PM EDT

Risk statistics

3 yearsEMGFCategory average
5 yearsEMGFCategory average
10 yearsEMGFCategory average
Alpha
-2.41-5.08
-0.29-1.72
0-0.69
BETA
0.910.94
0.930.99
01
Mean annual return
-0.05-0.28
0.490.39
00.36
R-squared
83.0177.13
80.5279.33
076.8
Standard deviation
16.3317.73
18.1319.62
017.17
Sharpe ratio
-0.23-0.35
0.20.13
00.16
Treynor ratio
-5.53-8.01
2.270.66
01.33