iShares MSCI Emerging Mkts Qual Fac ETF (EQLT)

23.96 0.00 (0.00%) USD  |  BATS  |  Nov 21, 16:00
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EQLT Alpha (Since Inception)

Alpha (Since Inception) Chart

View Alpha (Since Inception) for EQLT.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Alpha (Since Inception) Data

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Date Value

Alpha Definition

Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (Since Inception) Range, Past 5 Years

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Alpha (Since Inception) Benchmarks

First Trust Bloomberg Emr Mkt Dem ETF Upgrade
National Security Emerging Mkts Idx ETF Upgrade
SPDR® Portfolio Emerging Markets ETF Upgrade
Schwab Emerging Markets Equity ETF™ Upgrade
Vanguard FTSE Emerging Markets ETF Upgrade

Alpha (Since Inception) Related Metrics

Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade