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USMV: iShares MSCI USA Min Vol Factor ETF (ETF)
Basic Info 82.91 0.29(0.35%) May 10
Asset Class: | LARGE BLEND |
MyPlanIQ Rating: | (19%) |
Start Date: | 10/20/2011 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.98% |
Expenses | 0.15% |
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Performance Analytics (As of 05/10/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 10/20/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.2 | 6.7 | 14.8 | 6.1 | 8.8 | 10.6 | 12.0 | 10.3 | -9.4 | 20.8 | 5.6 | 27.7 | 1.3 | 18.9 | 10.6 | 5.4 | 16.3 | 25.1 | 10.8 | 5.7 |
Sharpe Ratio | NA | 2.14 | 1.3 | 0.28 | 0.41 | 0.65 | 0.81 | 0.61 | -0.59 | 1.99 | 0.17 | 2.75 | 0.0 | 3.44 | 0.98 | 0.41 | 1.77 | 2.55 | 1.2 | 2.02 |
Draw Down(%) | NA | 4.4 | 6.7 | 17.9 | 33.1 | 33.1 | 33.1 | 6.7 | 17.8 | 6.0 | 33.1 | 4.0 | 12.7 | 2.4 | 7.3 | 9.5 | 5.1 | 6.6 | 5.9 | 5.4 |
Standard Deviation(%) | NA | 7.5 | 8.4 | 13.2 | 17.8 | 14.7 | 13.9 | 10.0 | 18.4 | 10.4 | 30.9 | 9.5 | 13.0 | 5.3 | 10.6 | 13.1 | 9.2 | 9.8 | 9.1 | 16.3 |
Treynor Ratio | NA | 0.33 | 0.2 | 0.06 | 0.09 | 0.13 | 0.15 | 0.1 | -0.16 | 0.31 | 0.06 | 0.4 | 0.0 | 0.29 | 0.15 | 0.07 | 0.21 | 0.3 | 0.17 | 0.65 |
Alpha | NA | 0.01 | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | -0.02 | 0.02 | 0.01 | -0.04 | 0.02 | 0.02 | 0.02 | 0.01 | 0.02 | 0.02 | 0.0 | 0.0 | 0.08 |
Beta | NA | 0.48 | 0.56 | 0.67 | 0.76 | 0.76 | 0.75 | 0.6 | 0.69 | 0.66 | 0.86 | 0.65 | 0.72 | 0.63 | 0.7 | 0.81 | 0.76 | 0.82 | 0.62 | 0.51 |
RSquared | NA | 0.57 | 0.6 | 0.8 | 0.86 | 0.85 | 0.85 | 0.65 | 0.87 | 0.71 | 0.93 | 0.73 | 0.89 | 0.63 | 0.76 | 0.92 | 0.9 | 0.86 | 0.79 | 0.65 |
Yield(%) | N/A | 0.5 | 2.0 | 1.7 | 2.1 | 3.0 | N/A | 2.0 | 1.5 | 1.5 | 1.9 | 2.4 | 2.1 | 2.1 | 2.4 | 2.1 | 2.2 | 2.6 | 2.1 | 0.3 |
Dividend Growth(%) | N/A | -74.6 | 19.3 | 2.4 | 31.7 | N/A | N/A | 21.4 | 14.7 | -16.4 | -1.6 | 12.7 | 17.0 | -6.0 | 19.0 | 10.5 | -1.3 | 35.1 | 612.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/20/2011
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