BATS
SVAL
Oct 20, Last price
42.42USD
1D
-0.14%
1Q
-1.55%
Name
iShares US Small Cap Value Factor ETF
Chart & performance
Div yield, %
1.45%
Expense ratio
0.20%
AUM
161m
Beta (realized)
0.89
Beta (adj.)
0.88
Sharp Ratio
0.50
Sortino Ratio
0.53
Std Dev
22.71%
VaR (95%, 1D)
2.12%
CVaR (99%, 1D)
4.44%
VaR (99%, 30D)
15.26%
MDD
-27.97%
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