ARCX
IMTM
Oct 20, Last price
51.46USD
1D
0.29%
1Q
-2.49%
Jan 2017
107.42%
Name
iShares MSCI Intl Momentum Factor ETF
Chart & performance
Div yield, %
4.40%
Expense ratio
0.30%
AUM
4.17b
Beta (realized)
0.83
Beta (adj.)
0.85
Sharp Ratio
0.21
Sortino Ratio
0.19
Std Dev
18.76%
VaR (95%, 1D)
1.82%
CVaR (99%, 1D)
5.01%
VaR (99%, 30D)
14.98%
MDD
-34.72%
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