SIZE
iShares MSCI USA Size Factor ETF
$137.10
-0.33 (-0.24%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap |
|---|---|
| Market Cap | 301.62M |
| 52 Week High | 141.851 |
| 52 Week Low | 109.146 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0015 |
Overview
| 52 Week High | 141.85 |
|---|---|
| 52 Week Low | 109.15 |
| Market Cap | 301.62M |
| Shares Outstanding | 2.20M |
| Income Dividend Yield | 1.45% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 1.45% |
Returns Annualized
| One Day | -45.47% |
|---|---|
| Five Days | 31.40% |
| One Months | 2.83% |
| Three Months | -8.21% |
| Six Months | 11.95% |
| Nine Months | 25.66% |
| One Year | 14.18% |
| Three Years | 3.22% |
| Five Years | 10.04% |
| Ten Years | 10.18% |
| YTD | 9.30% |
| Since Inception | 11.33% |
Returns Total
| One Day | -0.24% |
|---|---|
| Five Days | 0.54% |
| One Month | 0.22% |
| Three Months | -2.08% |
| Six Months | 5.71% |
| Nine Months | 18.45% |
| One Year | 14.16% |
| Three Years | 9.91% |
| Five Years | 61.15% |
| Ten Years | 162.88% |
| YTD | 4.69% |
| Since Inception | 232.44% |
Yearly Returns
| 2024 | 4.69% |
|---|---|
| 2023 | 17.79% |
| 2022 | -15.85% |
| 2021 | 25.05% |
| 2020 | 16.25% |
| 2019 | 28.97% |
| 2018 | -6.57% |
| 2017 | 18.76% |
| 2016 | 12.18% |
| 2015 | 1.59% |
Risk against SP-DA
| Alpha | -12.60% |
|---|---|
| Beta | 0.92 |
| Correlation | 80.69% |
| Downside Deviation | 3.19% |
| Coefficient of determination | 65.11% |
| Standard Deviation | 3.66% |
| Sharpe Ratio | -1.15 |
| Sortino | -4.56 |
| Treynor | 9.6 |
| Ulcer Index | 4.56 |
| Ulcer Performance Index | -3.19 |