ARCX
GLOF
Oct 20, Last price
60.47USD
1D
0.27%
1Q
2.33%
Jan 2017
150.90%
Name
iShares Global Equity Factor ETF
Chart & performance
Div yield, %
1.49%
Expense ratio
0.20%
AUM
205m
Beta (realized)
0.93
Beta (adj.)
0.93
Sharp Ratio
0.31
Sortino Ratio
0.29
Std Dev
18.01%
VaR (95%, 1D)
1.65%
CVaR (99%, 1D)
4.81%
VaR (99%, 30D)
15.83%
MDD
-36.73%
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