NYSEArca - Delayed Quote USD

iShares S&P Small-Cap 600 Value ETF (IJS)

109.43 0.00 (0.00%)
At close: October 18 at 4:00 PM EDT
109.11 -0.32 (-0.29%)
After hours: October 18 at 4:05 PM EDT

ETF Summary

The fund generally will invest at least 80% of its assets in the component securities of its underling index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return 7.65%
5y Average Return 9.61%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.03
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
IJSCategory AverageIJSCategory AverageIJSCategory Average
Alpha -6.64 -4.04 -6.49 -4.53 -4.72 -5.01
BETA 1.03 0.97 1.15 1.12 1.16 1.12
Mean Annual Return 0.54 0.71 1.01 1.13 0.91 0.85
R-squared 60.18 61.69 64.7 65.77 65.17 65.22
Standard Deviation 23.2 21.49 25.77 24.76 21.78 21.06
Sharpe Ratio 0.11 0.22 0.38 0.45 0.42 0.4
Treynor Ratio 0.09 2.8 5.84 7.85 6.19 5.82

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