NasdaqGM - Nasdaq Real Time Price USD
iShares MSCI Japan Value ETF (EWJV)
34.37
+0.35
+(1.03%)
At close: 4:00:00 PM EDT
34.37
0.00
(0.00%)
After hours: 4:05:16 PM EDT
ETF Summary
The index is a free float-weighted index consisting of large- and mid-capitalization Japanese equities exhibiting overall value style characteristics. The fund generally will invest at least 80% of its assets in the component securities of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
YTD Return | 8.76% |
5y Average Return | 13.39% |
Rank in Category (ytd) | -- |
% Rank in Category (ytd) | -- |
Beta (5Y Monthly) | 0.77 |
Morningstar Risk Rating | -- |
Risk Statistics
3 Years | 5 Years | 10 Years | ||||
---|---|---|---|---|---|---|
EWJV | Category Average | EWJV | Category Average | EWJV | Category Average | |
Alpha | 6.89 | 5.18 | 4.77 | 2.46 | 0 | 2.55 |
BETA | 0.77 | 0.72 | 0.7 | 0.69 | 0 | 0.73 |
Mean Annual Return | 1.24 | 1.08 | 1.1 | 0.9 | 0 | 0.61 |
R-squared | 75.3 | 64.73 | 58.38 | 53.38 | 0 | 57.23 |
Standard Deviation | 13.96 | 14.16 | 13.9 | 14.42 | 0 | 14.54 |
Sharpe Ratio | 0.74 | 0.64 | 0.74 | 0.59 | 0 | 0.37 |
Treynor Ratio | 13.16 | 18.34 | 14.38 | 15.37 | 0 | 6.53 |
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