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Cboe US - Nasdaq Real Time Price USD

iShares MSCI USA Quality Factor ETF (QUAL)

161.91
+4.05
+(2.57%)
As of 12:48:42 PM EDT. Market Open.

ETF Summary

The fund generally will invest at least 80% of its assets in 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. The index is based on a traditional market capitalization-weighted parent index, the MSCI USA Index.

Risk Overview

Performance & Risk

YTD Return -11.15%
5y Average Return 14.66%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.04
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
QUALCategory AverageQUALCategory AverageQUALCategory Average
Alpha 0.6 -0.98 -1.25 -0.71 -0.37 -1.19
BETA 1.04 0.96 1.04 0.97 1.01 0.99
Mean Annual Return 0.91 0.75 1.49 1.45 1.07 0.97
R-squared 98 94.02 97.57 94.27 97.45 94.88
Standard Deviation 18.09 17.23 17.8 16.92 15.79 15.59
Sharpe Ratio 0.36 0.26 0.85 0.86 0.69 0.63
Treynor Ratio 4.99 3.32 14.33 14.91 10.08 9.18

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