Cboe US - Delayed Quote USD

iShares Russell 2500 ETF (SMMD)

69.32 +0.12 (+0.17%)
At close: October 18 at 4:00 PM EDT

ETF Summary

The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The underlying index measures the performance of the small- to mid-capitalization sector of the U.S. equity market, as defined by FTSE Russell.

Risk Overview

Performance & Risk

YTD Return 13.61%
5y Average Return 10.82%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.07
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SMMDCategory AverageSMMDCategory AverageSMMDCategory Average
Alpha -7.83 -6.47 -5.81 -5.57 0 -4.76
BETA 1.07 1.01 1.13 1.11 0 1.1
Mean Annual Return 0.47 0.54 1.05 1.04 0 0.86
R-squared 77.5 70.39 80.21 73.83 0 72.34
Standard Deviation 21.22 21.09 22.78 23.21 0 19.79
Sharpe Ratio 0.08 0.13 0.44 0.43 0 0.43
Treynor Ratio -0.38 0.54 7.04 7.01 0 6.24

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