iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) | IUVL

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Morningstar Rating™(Relative to Category)31/12/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageAbove Average3 star
5-YearAverageAbove Average3 star
10-Year--Not Rated
OverallAverageAbove Average3 star
 
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1 Year Daily Volatility Chart (annualised)
  • iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) | IUVL
  • Russell 1000 Value TR USD
%
Volatility Measurements31/12/2021
 
3-Yr Std Dev18.21 %
3-Yr Mean Return16.83 %
 
3-Yr Sharpe Ratio0.84
 
Modern Portfolio Statistics31/12/202131/12/2021
 Standard IndexBest Fit Index
 Russell 1000 Value TR USD  Morningstar US Large Value TR USD
3-Yr Beta1.091.15
3-Yr Alpha-1.300.57
 
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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)