iShares Edge MSCI Multifactor USA ETF (LRGF)

34.50 -0.55  -1.57% NYSE Arca Jan 27, 10:51 Delayed 2m USD
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Key Stats

Net Asset Value 35.04
Discount or Premium to NAV 0.03%
Turnover Ratio 45.00%
1 Year Fund Level Flows -254.64M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.82% 1.77% 0.02% 7
3M 8.38% 8.28% 6.37% 10
6M 8.60% 8.54% 6.60% 14
YTD 1.65% 1.65% -0.12% 6
1Y 21.24% 21.21% 18.22% 24
3Y 11.25% 11.26% 9.51% 24
5Y -- -- 8.10% --
10Y -- -- 11.04% --
15Y -- -- 7.48% --
20Y -- -- 7.07% --
As of Jan. 24, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.25% 0.25% 0.00%
Stock 99.75% 99.75% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 23, 2020

Region Exposure

Americas 98.53%
North America 98.53%
Latin America 0.00%
Greater Europe 0.69%
United Kingdom 0.00%
Europe Developed 0.69%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.78%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.78%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.23%
As of Jan. 23, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.46%
Communication Services 5.00%
Consumer Cyclical 7.92%
Consumer Defensive 6.83%
Energy 2.68%
Financial Services 9.35%
Healthcare 12.92%
Industrials 9.29%
Real Estate 8.26%
Technology 26.92%
Utilities 8.38%
As of Jan. 23, 2020

Stock Market Capitalization

Giant 14.99%
Large 44.24%
Medium 40.77%
Small 0.00%
Micro 0.00%
As of Jan. 23, 2020

Stock Style Exposure

Large Cap Value 27.56%
Large Cap Blend 18.05%
Large Cap Growth 13.76%
Mid Cap Value 15.28%
Mid Cap Blend 14.52%
Mid Cap Growth 10.83%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Jan. 23, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
INTC Intel Corp 3.06% 66.34 -3.11%
AAPL Apple Inc 2.74% 309.19 -2.87%
T AT&T Inc 2.67% 38.36 -0.36%
WMT Walmart Inc 2.40% 114.62 +0.22%
INTU Intuit Inc 2.33% 284.27 -1.32%
DUK Duke Energy Corp 2.28% 95.99 -0.30%
MU Micron Technology Inc 2.28% 55.51 -3.90%
MSFT Microsoft Corp 2.09% 162.15 -1.75%
TGT Target Corp 2.06% 113.32 -0.87%
BIIB Biogen Inc 1.83% 279.16 +0.37%
As of Jan. 23, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI USA Diversified Multiple-Factor Index. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The underlying index is designed to select equity securities from the MSCI USA Index (the "parent index") that have high exposure to four investment style factors: value, quality, momentum and low size, while maintaining a level of risk similar to that of the parent index.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Value
Prospectus Objective Growth and Income
Fund Owner Firm Name iShares
Benchmark Index
MSCI USA Diversified Multi-Factor GR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.63 yrs
Amy Whitelaw 1.00 yrs
Greg Savage 4.60 yrs
Jennifer Hsui 4.60 yrs
Rachel Aguirre 1.00 yrs

Net Fund Flows

1M 20.59M
3M -70.04M
6M -178.28M
YTD -254.64M
1Y -254.64M
3Y 524.79M
5Y --
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.9956
Max Drawdown (All) 21.40%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.9103
30-Day Rolling Volatility 6.20%
Daily Value at Risk (VaR) 1% (All) 2.75%
Monthly Value at Risk (VaR) 1% (All) 9.13%

Fundamentals

Dividend Yield TTM (1-27-20) 1.76%
30-Day SEC Yield (4-30-18) 1.70%
7-Day SEC Yield --
Weighted Average PE Ratio 18.93
Weighted Average Price to Sales Ratio 1.558
Weighted Average Price to Book Ratio 2.765
Weighted Median ROE 22.64%
Weighted Median ROA 9.67%
Forecasted Dividend Yield 1.88%
Forecasted PE Ratio 16.45
Forecasted Price to Sales Ratio 1.503
Forecasted Price to Book Ratio 2.764
Number of Holdings 163
As of Jan. 23, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.20%
Forecasted Book Value Growth 5.77%
Forecasted Cash Flow Growth 14.12%
Forecasted Earnings Growth 9.70%
Forecasted Revenue Growth 7.90%
As of Jan. 23, 2020

Comparables

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Attributes

Key Dates
Inception Date 4/28/2015
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 11/29/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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