ARCX
SIZE
Oct 21, Last price
180.19USD
1D
0.48%
1Q
1.99%
Jan 2017
150.90%
Name
iShares MSCI USA Size Factor ETF
Chart & performance
Div yield, %
1.35%
Expense ratio
0.15%
AUM
432m
Beta (realized)
1.02
Beta (adj.)
0.86
Sharp Ratio
0.34
Sortino Ratio
0.31
Std Dev
19.87%
VaR (95%, 1D)
1.78%
CVaR (99%, 1D)
5.53%
VaR (99%, 30D)
19.29%
MDD
-39.15%
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