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SIZE: iShares MSCI USA Size Factor ETF (ETF)
Basic Info 137.75 0.1(0.07%) May 08
Asset Class: | LARGE BLEND |
MyPlanIQ Rating: | (2%) |
Start Date: | 04/18/2013 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.69% |
Expenses | 0.15% |
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Performance Analytics (As of 05/03/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/18/2013 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.6 | 4.9 | 21.0 | 4.6 | 10.8 | 10.6 | 11.4 | 17.8 | -15.9 | 25.0 | 16.3 | 29.0 | -6.6 | 18.4 | 11.7 | 1.6 | 16.1 | 16.4 |
Sharpe Ratio | NA | 0.71 | 1.31 | 0.11 | 0.37 | 0.4 | 0.46 | 0.89 | -0.71 | 1.81 | 0.42 | 2.14 | -0.53 | 2.7 | 0.86 | 0.03 | 1.68 | 2.04 |
Draw Down(%) | NA | 6.5 | 13.4 | 24.0 | 39.2 | 39.2 | 39.2 | 13.4 | 23.5 | 7.0 | 39.2 | 7.1 | 18.7 | 2.4 | 10.8 | 29.5 | 7.0 | 5.5 |
Standard Deviation(%) | NA | 12.3 | 13.3 | 18.2 | 22.8 | 23.5 | 22.6 | 15.3 | 24.5 | 13.8 | 37.7 | 12.9 | 14.8 | 6.6 | 13.3 | 48.7 | 9.6 | 11.8 |
Treynor Ratio | NA | 0.1 | 0.18 | 0.02 | 0.08 | 0.1 | 0.11 | 0.13 | -0.18 | 0.26 | 0.15 | 0.27 | -0.1 | 0.21 | 0.13 | 0.02 | 0.33 | 0.53 |
Alpha | NA | -0.03 | -0.02 | -0.01 | -0.01 | 0.0 | 0.0 | -0.03 | 0.02 | 0.0 | -0.02 | -0.01 | -0.01 | 0.0 | 0.01 | 0.05 | 0.04 | 0.04 |
Beta | NA | 0.88 | 0.98 | 0.98 | 1.02 | 0.96 | 0.94 | 1.04 | 0.97 | 0.97 | 1.05 | 1.0 | 0.78 | 0.84 | 0.86 | 0.84 | 0.49 | 0.46 |
RSquared | NA | 0.74 | 0.76 | 0.91 | 0.93 | 0.52 | 0.5 | 0.82 | 0.96 | 0.87 | 0.94 | 0.95 | 0.81 | 0.73 | 0.74 | 0.07 | 0.35 | 0.18 |
Yield(%) | N/A | 0.4 | 1.7 | 1.5 | 1.9 | 2.5 | N/A | 1.6 | 1.3 | 1.5 | 1.6 | 1.7 | 2.2 | 1.5 | 1.6 | 1.9 | 2.0 | 1.6 |
Dividend Growth(%) | N/A | -71.1 | 8.9 | 14.5 | 35.0 | N/A | N/A | 2.7 | 11.7 | 1.9 | 21.2 | -29.4 | 76.4 | 1.9 | -18.1 | 8.5 | 46.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/18/2013
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