NYSEArca - Delayed Quote USD

IQ FTSE International Equity Currency Neutral ETF (HFXI)

27.07 +0.24 (+0.89%)
At close: July 3 at 1:00 PM EDT

ETF Summary

The underlying index is an equity benchmark of international stocks from developed markets, with approximately half of the currency exposure of the securities included in the underlying index "hedged" against the U.S. dollar on a monthly basis. The fund invests, under normal circumstances, at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in the securities and other instruments included in its underlying index.

Risk Overview

Performance & Risk

YTD Return 9.37%
5y Average Return 8.76%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.84
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
HFXICategory AverageHFXICategory AverageHFXICategory Average
Alpha 5.09 1.3 3.46 0.76 0 0.54
BETA 0.84 1.01 0.87 1 0 0.98
Mean Annual Return 0.58 0.24 0.9 0.74 0 0.46
R-squared 94.21 92.52 93.66 93.06 0 92.39
Standard Deviation 14.18 17.24 15.74 18.07 0 15.42
Sharpe Ratio 0.26 -0.02 0.55 0.37 0 0.26
Treynor Ratio 3.38 -1.7 8.9 5.28 0 3.01

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