BATS
VLUE
Oct 21, Last price
194.48USD
1D
0.36%
1Q
-0.57%
Jan 2017
177.08%
Name
iShares MSCI USA Value Factor ETF
Chart & performance
Div yield, %
1.48%
Expense ratio
0.15%
AUM
9.12b
Beta (realized)
1.03
Beta (adj.)
0.96
Sharp Ratio
0.35
Sortino Ratio
0.33
Std Dev
21.33%
VaR (95%, 1D)
2.04%
CVaR (99%, 1D)
5.60%
VaR (99%, 30D)
21.61%
MDD
-39.47%
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