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NasdaqGM - Nasdaq Real Time Price USD

IQ U.S. Large Cap ETF (CLRG)

34.71
+0.11
+(0.32%)
As of December 12 at 1:28:57 PM EST. Market Open.

ETF Summary

The underlying index is an equally weighted index of large-capitalization securities. The fund generally will invest in all of the securities that comprise its underlying index in proportion to their weightings in the underlying index. It invests, under normal circumstances, at least 80% of the value of its assets (net assets plus the amount of any borrowings for investment purposes) in securities of large-capitalization U.S. issuers.

Risk Overview

Performance & Risk

YTD Return 11.63%
5y Average Return 10.76%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.90
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
CLRGCategory AverageCLRGCategory AverageCLRGCategory Average
Alpha -0.65 -0.98 -3.64 -0.71 0 -1.19
BETA 0.9 0.96 1.05 0.97 0 0.99
Mean Annual Return 0.78 0.75 0.88 1.45 0 0.97
R-squared 93.07 94.02 93.01 94.27 0 94.88
Standard Deviation 16.37 17.23 20.66 16.92 0 15.59
Sharpe Ratio 0.43 0.26 0.42 0.86 0 0.63
Treynor Ratio 6.66 3.32 6.48 14.91 0 9.18

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