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VLUE: iShares MSCI USA Value Factor ETF (ETF)
Basic Info 102.81 0.64(0.63%) April 29
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (1%) |
Start Date: | 04/18/2013 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 2.02% |
Expenses | 0.15% |
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Performance Analytics (As of 04/26/2024)
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(%) | 0.8 | 2.3 | 16.9 | 2.2 | 7.6 | 8.1 | 9.5 | 14.3 | -14.2 | 28.9 | -0.2 | 27.2 | -11.1 | 22.0 | 14.5 | -3.5 | 12.8 | 22.4 |
Sharpe Ratio | NA | 0.13 | 1.05 | -0.01 | 0.25 | 0.36 | 0.45 | 0.68 | -0.68 | 1.88 | -0.01 | 1.74 | -0.72 | 2.56 | 0.93 | -0.22 | 1.16 | 2.71 |
Draw Down(%) | NA | 6.9 | 11.0 | 27.1 | 39.5 | 39.5 | 39.5 | 11.7 | 27.1 | 7.1 | 39.5 | 10.3 | 22.2 | 4.3 | 14.0 | 13.0 | 8.2 | 5.6 |
Standard Deviation(%) | NA | 11.8 | 13.1 | 17.6 | 23.5 | 19.4 | 18.8 | 14.8 | 23.0 | 15.4 | 39.6 | 14.9 | 17.3 | 8.4 | 15.4 | 15.7 | 11.0 | 12.2 |
Treynor Ratio | NA | 0.01 | 0.12 | 0.0 | 0.05 | 0.06 | 0.08 | 0.09 | -0.13 | 0.26 | 0.0 | 0.21 | -0.12 | 0.2 | 0.13 | -0.04 | 0.15 | 0.58 |
Alpha | NA | -0.07 | -0.01 | -0.02 | -0.01 | -0.01 | -0.01 | 0.02 | -0.05 | 0.0 | -0.01 | -0.01 | -0.02 | 0.01 | -0.01 | -0.01 | 0.01 | 0.06 |
Beta | NA | 1.21 | 1.17 | 1.16 | 1.12 | 1.09 | 1.07 | 1.15 | 1.17 | 1.11 | 1.09 | 1.22 | 1.06 | 1.08 | 1.11 | 0.9 | 0.83 | 0.57 |
RSquared | NA | 0.87 | 0.85 | 0.9 | 0.93 | 0.91 | 0.88 | 0.86 | 0.92 | 0.85 | 0.96 | 0.89 | 0.93 | 0.84 | 0.92 | 0.79 | 0.68 | 0.27 |
Yield(%) | N/A | 0.7 | 2.8 | 2.6 | 3.1 | 3.3 | N/A | 3.0 | 2.6 | 2.8 | 2.3 | 3.2 | 2.3 | 2.5 | 1.7 | 2.3 | 1.8 | 1.6 |
Dividend Growth(%) | N/A | -74.3 | -12.5 | 28.7 | 64.3 | N/A | N/A | -7.2 | 18.9 | 15.6 | -9.4 | 18.9 | 8.9 | 78.2 | -32.2 | 38.0 | 36.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/18/2013
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See LARGE VALUE Asset Class Trend Rankings |
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Best Closed End Funds
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