BATS
EMGF
Oct 19, Last price
67.91USD
1D
0.78%
1Q
-2.33%
Jan 2017
91.40%
Name
iShares Emerging Markets Equity Factor ETF
Chart & performance
Div yield, %
2.15%
Expense ratio
0.26%
AUM
1.84b
Beta (realized)
0.76
Beta (adj.)
0.96
Sharp Ratio
0.07
Sortino Ratio
0.06
Std Dev
20.78%
VaR (95%, 1D)
1.97%
CVaR (99%, 1D)
5.40%
VaR (99%, 30D)
14.92%
MDD
-43.35%
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