BATS
QUAL
Oct 21, Last price
226.06USD
1D
0.21%
1Q
3.84%
Jan 2017
226.61%
Name
iShares MSCI USA Quality Factor ETF
Chart & performance
Div yield, %
0.83%
Expense ratio
0.15%
AUM
48.60b
Beta (realized)
0.99
Beta (adj.)
0.94
Sharp Ratio
0.49
Sortino Ratio
0.46
Std Dev
19.17%
VaR (95%, 1D)
1.72%
CVaR (99%, 1D)
5.07%
VaR (99%, 30D)
18.03%
MDD
-34.06%
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