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Toronto - Delayed Quote USD

iShares MSCI Multifactor USA Index ETF (XFS-U.TO)

27.56
-0.39
(-1.40%)
At close: August 16 at 1:28:24 PM EDT

ETF Summary

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Risk Overview

Performance & Risk

YTD Return 13.00%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.97
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
XFS-U.TOCategory AverageXFS-U.TOCategory AverageXFS-U.TOCategory Average
Alpha -0.6 -- 0 -- 0 --
BETA 0.97 -- 0 -- 0 --
Mean Annual Return 0.79 -- 0 -- 0 --
R-squared 91.62 -- 0 -- 0 --
Standard Deviation 14.7 -- 0 -- 0 --
Sharpe Ratio 0.52 -- 0 -- 0 --
Treynor Ratio 7.19 -- 0 -- 0 --

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