SVAL
iShares US SmallCap Value Factor ETF
$28.72
-0.03 (-0.10%)
Currency in USD / Last Updated: 7/9/2024
| Category | Small Cap Value |
|---|---|
| Market Cap | 68.928M |
| 52 Week High | 31.005 |
| 52 Week Low | 24.533 |
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Key Data
| Symbol | SVAL |
|---|---|
| Type | ETF |
| Category | Small Cap Value |
| Price | 28.72 |
| Price Yesterday | 28.75 |
| Market Cap | 68.93 |
| YTD Return | -5.56% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.002 |
Overview
| 52 Week High | 31.01 |
|---|---|
| 52 Week Low | 24.53 |
| Market Cap | 68.93M |
| Shares Outstanding | 2.40M |
| Income Dividend Yield | 2.62% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 2.62% |
Returns Annualized
| One Day | -23.15% |
|---|---|
| Five Days | -41.82% |
| One Months | 2.18% |
| Three Months | -14.10% |
| Six Months | -4.81% |
| Nine Months | 16.04% |
| One Year | 11.11% |
| Three Years | 0.83% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | -10.51% |
| Since Inception | 14.12% |
Returns Total
| One Day | -0.10% |
|---|---|
| Five Days | -1.07% |
| One Month | 0.17% |
| Three Months | -3.67% |
| Six Months | -2.40% |
| Nine Months | 11.66% |
| One Year | 11.10% |
| Three Years | 2.49% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | -5.56% |
| Since Inception | 62.39% |
Yearly Returns
| 2024 | -5.56% |
|---|---|
| 2023 | 12.26% |
| 2022 | -10.12% |
| 2021 | 33.18% |
| 2020 | 27.97% |
| 2019 | 0.00% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -11.63% |
|---|---|
| Beta | 0.74 |
| Correlation | 41.65% |
| Downside Deviation | 3.69% |
| Coefficient of determination | 17.34% |
| Standard Deviation | 5.75% |
| Sharpe Ratio | -0.88 |
| Sortino | -4.77 |
| Treynor | 7.7 |
| Ulcer Index | 6.8 |
| Ulcer Performance Index | -2.59 |