iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (EUR) | IBCK

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Morningstar Rating™(Relative to Category)31/01/2024
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageLow3 star
5-YearBelow AverageLow2 star
10-YearAverageLow3 star
OverallAverageLow3 star
 
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1 Year Daily Volatility Chart (annualised)
  • iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (EUR) | IBCK
  • Morningstar US LM NR USD
%
Volatility Measurements29/02/2024
 
3-Yr Std Dev13.60 %
3-Yr Mean Return10.06 %
 
3-Yr Sharpe Ratio0.54
 
Modern Portfolio Statistics29/02/202429/02/2024
 Standard IndexBest Fit Index
 Morningstar US LM NR USD  Morningstar US TME NR USD
3-Yr Beta0.790.80
3-Yr Alpha0.730.11
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)
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