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iShares MSCI USA Size Factor ETF (SIZE)

NYSEArca - NYSEArca Delayed price. Currency in USD
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137.62-0.73 (-0.53%)
At close: 04:00PM EDT

Risk statistics

3 yearsSIZECategory average
5 yearsSIZECategory average
10 yearsSIZECategory average
Alpha
-4.99-1.52
-4.13-1.12
-2.33-1.2
BETA
1.010.95
1.080.98
1.040.99
Mean annual return
0.490.74
1.121.25
0.950.99
R-squared
91.8193.99
92.3795.11
92.3595.1
Standard deviation
18.8217.52
20.4318.32
16.5915.51
Sharpe ratio
0.140.32
0.540.7
0.590.67
Treynor ratio
0.914.49
8.9512.18
8.59.75