NYSEArca - Delayed Quote USD

iShares S&P Mid-Cap 400 Value ETF (IJJ)

122.47
-0.20
(-0.16%)
At close: 3:59:55 PM EDT

ETF Summary

The index measures the performance of the mid-capitalization value sector of the U.S. equity market. The fund generally will invest at least 80% of its assets in the component securities of its index and in investments that have economic characteristics that are substantially identical to the component securities of its 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 -1.00%
5y Average Return 18.41%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.14
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
IJJCategory AverageIJJCategory AverageIJJCategory Average
Alpha -6.13 -8.2 -0.66 -1.05 -4.95 -5.96
BETA 1.14 1.12 1.05 1.02 1.15 1.13
Mean Annual Return 0.66 0.47 1.33 1.26 0.8 0.69
R-squared 74.15 66.01 70.22 60.16 76.54 67.26
Standard Deviation 21.72 22.52 20.2 21.18 20.27 21.23
Sharpe Ratio 0.15 0.05 0.64 0.58 0.37 0.3
Treynor Ratio 0.96 -1.17 11.4 10.78 4.98 3.76

Related Tickers