NYSEArca - Delayed Quote USD

iShares U.S. Equity Factor Rotation Active ETF (DYNF)

51.95
-0.04
(-0.08%)
At close: May 30 at 4:00:00 PM EDT
51.54
-0.41
(-0.79%)
After hours: May 30 at 6:29:08 PM EDT

ETF Summary

The fund seeks to achieve its investment objective by investing, under normal circumstances, at least 80% of its net assets plus the amount of any borrowings for investment purposes in U.S. listed common stock of large- and mid-capitalization companies selected based on a proprietary Factor Rotation model developed by BFA and its affiliates.

Risk Overview

Performance & Risk

YTD Return 1.73%
5y Average Return 17.07%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.04
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
DYNFCategory AverageDYNFCategory AverageDYNFCategory Average
Alpha 3.86 -1.25 1.05 -0.73 0 -1.16
BETA 1.04 0.97 1.01 0.97 0 0.99
Mean Annual Return 1.42 0.95 1.42 1.23 0 0.96
R-squared 98.07 93.69 96.56 93.88 0 94.96
Standard Deviation 17.12 16.48 16.61 16.2 0 15.6
Sharpe Ratio 0.73 0.41 0.86 0.74 0 0.62
Treynor Ratio 11.62 5.99 13.88 11.84 0 8.99

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