SIZE
iShares MSCI USA Size Factor ETF
$135.49
-0.15 (-0.11%)
Currency in USD / Last Updated: 4/25/2024
Category | Large Cap |
---|---|
Market Cap | 318.402M |
52 Week High | 142.29 |
52 Week Low | 109.484 |
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Expense Details
Deferred | 0 |
---|---|
12b-1 | 0 |
Front Load | 0 |
Initial Purchase Amount | 0 |
Redeption Fee | 0 |
Prospectus | 0.0015 |
Overview
52 Week High | 142.29 |
---|---|
52 Week Low | 109.48 |
Market Cap | 318.40M |
Shares Outstanding | 2.35M |
Income Dividend Yield | 1.45% |
Long Term Dividend Yield | 0.00% |
Short Term Dividend Yield | 0.00% |
52 Week Yield (All) | 1.45% |
Returns Annualized
One Day | -24.35% |
---|---|
Five Days | 146.37% |
One Months | -31.25% |
Three Months | 14.46% |
Six Months | 50.04% |
Nine Months | 10.30% |
One Year | 19.60% |
Three Years | 4.06% |
Five Years | 10.13% |
Ten Years | 10.57% |
YTD | 10.24% |
Since Inception | 11.40% |
Returns Total
One Day | -0.11% |
---|---|
Five Days | 1.80% |
One Month | -3.21% |
Three Months | 3.43% |
Six Months | 22.27% |
Nine Months | 7.66% |
One Year | 19.58% |
Three Years | 12.67% |
Five Years | 61.89% |
Ten Years | 172.43% |
YTD | 3.14% |
Since Inception | 227.52% |
Yearly Returns
2024 | 3.14% |
---|---|
2023 | 17.79% |
2022 | -15.85% |
2021 | 25.05% |
2020 | 16.25% |
2019 | 28.97% |
2018 | -6.57% |
2017 | 18.76% |
2016 | 12.18% |
2015 | 1.59% |
Risk against SP-DA
Alpha | -7.52% |
---|---|
Beta | 1.06 |
Correlation | 92.80% |
Downside Deviation | 3.19% |
Coefficient of determination | 86.12% |
Standard Deviation | 3.87% |
Sharpe Ratio | -0.47 |
Sortino | -1.99 |
Treynor | 13.46 |
Ulcer Index | 4.37 |
Ulcer Performance Index | -1.46 |