USMV
iShares MSCI USA Min Vol Factor ETF
$79.98
-0.48 (-0.60%)
Currency in USD / Last Updated: 4/15/2024
| Category | Large Cap |
|---|---|
| Market Cap | 23450.137M |
| 52 Week High | 83.58 |
| 52 Week Low | 69.862 |
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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 | 83.58 |
|---|---|
| 52 Week Low | 69.86 |
| Market Cap | 23,450.14M |
| Shares Outstanding | 293.20M |
| Income Dividend Yield | 1.82% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 1.82% |
Returns Annualized
| One Day | -77.89% |
|---|---|
| Five Days | -76.22% |
| One Months | -25.10% |
| Three Months | 7.94% |
| Six Months | 22.88% |
| Nine Months | 12.54% |
| One Year | 10.75% |
| Three Years | 5.41% |
| Five Years | 8.04% |
| Ten Years | 10.51% |
| YTD | 10.70% |
| Since Inception | 11.82% |
Returns Total
| One Day | -0.60% |
|---|---|
| Five Days | -2.81% |
| One Month | -2.27% |
| Three Months | 1.93% |
| Six Months | 10.75% |
| Nine Months | 9.25% |
| One Year | 10.69% |
| Three Years | 17.06% |
| Five Years | 47.07% |
| Ten Years | 171.02% |
| YTD | 2.94% |
| Since Inception | 301.65% |
Yearly Returns
| 2024 | 2.94% |
|---|---|
| 2023 | 10.34% |
| 2022 | -9.42% |
| 2021 | 20.84% |
| 2020 | 5.64% |
| 2019 | 27.69% |
| 2018 | 1.36% |
| 2017 | 18.91% |
| 2016 | 10.57% |
| 2015 | 5.45% |
Risk against SP-DA
| Alpha | -5.91% |
|---|---|
| Beta | 0.59 |
| Correlation | 79.95% |
| Downside Deviation | 1.93% |
| Coefficient of determination | 63.92% |
| Standard Deviation | 2.52% |
| Sharpe Ratio | -1.56 |
| Sortino | -7.06 |
| Treynor | 9.02 |
| Ulcer Index | 2.01 |
| Ulcer Performance Index | -6.8 |