NasdaqGM - Nasdaq Real Time Price USD

iShares MSCI Japan Value ETF (EWJV)

30.05
+0.26
+(0.89%)
As of 2:01:44 PM EDT. Market Open.

ETF Summary

The index is a free float-weighted index consisting of large- and mid-capitalization Japanese equities exhibiting overall value style characteristics. The fund generally will invest at least 80% of its assets in the component securities of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents.

Risk Overview

Performance & Risk

YTD Return -4.80%
5y Average Return 12.18%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.78
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
EWJVCategory AverageEWJVCategory AverageEWJVCategory Average
Alpha 6.43 4.24 4.57 2.4 0 2.39
BETA 0.78 0.74 0.69 0.69 0 0.72
Mean Annual Return 0.99 0.8 1.12 0.94 0 0.61
R-squared 76.52 65.93 58.7 54.28 0 57.15
Standard Deviation 14.47 14.77 13.96 14.51 0 14.51
Sharpe Ratio 0.51 0.42 0.76 0.62 0 0.36
Treynor Ratio 8.68 12.96 15.05 16.13 0 6.52

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