SVAL
iShares US SmallCap Value Factor ETF
$29.17
-0.27 (-0.92%)
Currency in USD / Last Updated: 4/25/2024
| Category | Small Cap Value |
|---|---|
| Market Cap | 72.925M |
| 52 Week High | 31.23 |
| 52 Week Low | 23.443 |
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Key Data
| Symbol | SVAL |
|---|---|
| Type | ETF |
| Category | Small Cap Value |
| Price | 29.17 |
| Price Yesterday | 29.44 |
| Market Cap | 72.93 |
| YTD Return | -4.78% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.002 |
Overview
| 52 Week High | 31.23 |
|---|---|
| 52 Week Low | 23.44 |
| Market Cap | 72.93M |
| Shares Outstanding | 2.50M |
| Income Dividend Yield | 2.33% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 2.33% |
Returns Annualized
| One Day | -90.21% |
|---|---|
| Five Days | 403.69% |
| One Months | -20.82% |
| Three Months | -8.18% |
| Six Months | 39.64% |
| Nine Months | 5.83% |
| One Year | 19.28% |
| Three Years | 0.12% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | -14.30% |
| Since Inception | 15.26% |
Returns Total
| One Day | -0.92% |
|---|---|
| Five Days | 3.26% |
| One Month | -2.02% |
| Three Months | -2.11% |
| Six Months | 17.99% |
| Nine Months | 4.36% |
| One Year | 19.26% |
| Three Years | 0.36% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | -4.78% |
| Since Inception | 63.74% |
Yearly Returns
| 2024 | -4.78% |
|---|---|
| 2023 | 12.26% |
| 2022 | -10.12% |
| 2021 | 33.18% |
| 2020 | 27.96% |
| 2019 | 0.00% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -15.04% |
|---|---|
| Beta | 1.41 |
| Correlation | 74.63% |
| Downside Deviation | 3.97% |
| Coefficient of determination | 55.69% |
| Standard Deviation | 6.40% |
| Sharpe Ratio | -0.3 |
| Sortino | -1.68 |
| Treynor | 9.89 |
| Ulcer Index | 6.3 |
| Ulcer Performance Index | -1.06 |