BATS
SMMV
Oct 20, Last price
46.32USD
1D
-0.35%
1Q
-2.36%
Jan 2017
75.90%
Name
iShares MSCI USA Small-Cap Min Vol Factor ETF
Chart & performance
Div yield, %
1.68%
Expense ratio
0.20%
AUM
272m
Beta (realized)
0.80
Beta (adj.)
0.64
Sharp Ratio
0.20
Sortino Ratio
0.18
Std Dev
16.44%
VaR (95%, 1D)
1.39%
CVaR (99%, 1D)
4.75%
VaR (99%, 30D)
21.36%
MDD
-38.77%
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