iShares Edge MSCI Multifactor USA Small-Cap ETF USD (Dist)/ US46434V2907 /
| NAV9/21/2023 | Chg.-1.3374 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 51.7900USD | -2.52% | paying dividend | Equity | BlackRock ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2015 | - | - | - | - | 3.80 | - | - | - | - | - | - | - | - |
| 2017 | 16.48 | 0.80 | -0.13 | 1.46 | -2.41 | 2.64 | 1.07 | -1.52 | 5.88 | 1.95 | 2.83 | -1.56 | +10.41% |
| 2018 | 3.00 | -4.42 | 1.22 | -0.59 | 7.15 | 0.27 | 2.63 | 4.46 | -3.04 | -8.86 | 1.70 | -11.38 | -9.13% |
| 2019 | 10.59 | 4.42 | -2.96 | 3.74 | -8.74 | 6.07 | 1.83 | -4.58 | 1.99 | 2.63 | 3.73 | 1.13 | +20.06% |
| 2020 | -2.76 | -10.06 | -20.81 | 12.27 | 5.36 | 1.51 | 4.72 | 2.67 | -3.04 | 2.08 | 13.15 | 6.35 | +6.49% |
| 2021 | 3.49 | 5.90 | 4.65 | 2.46 | 0.99 | 1.03 | -0.28 | 2.38 | -4.02 | 4.16 | -1.70 | 4.02 | +25.14% |
| 2022 | -8.78 | 3.89 | 0.74 | -6.79 | 3.25 | -10.69 | 10.21 | -3.44 | -10.44 | 12.80 | 5.32 | -6.44 | -13.08% |
| 2023 | 9.46 | -1.38 | -4.48 | -1.58 | -2.04 | 8.59 | 5.45 | -3.27 | -5.38 | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 17.55% | 16.52% | 20.62% | 21.31% | 24.48% |
| Sharpe ratio | 0.11 | 0.09 | 0.28 | 0.39 | -0.03 |
| Best month | +9.46% | +8.59% | +12.80% | +13.15% | +13.15% |
| Worst month | -6.44% | -5.38% | -10.44% | -10.69% | -20.81% |
| Maximum loss | -13.40% | -8.48% | -13.40% | -23.92% | -41.71% |
| Outperformance | - | - | - | - | - |
All quotes in USD
Performance
| YTD | +4.18% | ||
|---|---|---|---|
| 6 Months | +2.69% | ||
| 1 Year | +9.78% | ||
| 3 Years | +41.41% | ||
| 5 Years | +17.78% | ||
| Since start | +71.87% | ||
| Year | |||
| 2022 | -13.08% | ||
| 2021 | +25.14% | ||
| 2020 | +6.49% | ||
| 2019 | +20.06% | ||
| 2018 | -9.13% | ||
| 2017 | +10.41% | ||