Toronto - Delayed Quote CAD

iShares MSCI USA Value Factor Index ETF (XVLU.TO)

28.18
+0.01
+(0.04%)
At close: May 14 at 3:08:14 PM EDT

ETF Summary

Risk Overview

Performance & Risk

YTD Return -0.51%
5y Average Return 11.95%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.02
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
XVLU.TOCategory AverageXVLU.TOCategory AverageXVLU.TOCategory Average
Alpha -7.27 -- -2.78 -- 0 --
BETA 1.02 -- 0.89 -- 0 --
Mean Annual Return 0.63 -- 0.9 -- 0 --
R-squared 75.45 -- 63.16 -- 0 --
Standard Deviation 16.47 -- 15.06 -- 0 --
Sharpe Ratio 0.22 -- 0.55 -- 0 --
Treynor Ratio 2.32 -- 8.65 -- 0 --

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