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

Morningstar Rating™(Relative to Category)29/02/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageAbove Average3 star
5-Year--Not Rated
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 Measurements29/02/2020
 
3-Yr Std Dev13.98 %
3-Yr Mean Return3.87 %
 
3-Yr Sharpe Ratio0.23
 
Modern Portfolio Statistics29/02/2020-
 Standard IndexBest Fit Index
 Russell 1000 Value TR USD  
3-Yr Beta1.11-
3-Yr Alpha-0.49-
 
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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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