Mackenzie US Low Volatility ETF (MULV.TO)

23.11 +0.22 (+0.96%) CAD  |  TSX  |  Dec 13, 16:00
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MULV.TO Beta (Since Inception)

Beta (Since Inception) Chart

View Beta (Since Inception) for MULV.TO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Beta Definition

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Beta is a risk metric that measures the risk associated with a security in comparison to the risk associated with the market overall. A beta of 1 would signify that the beta is neutral with the market. A common use of beta is within the Capital Asset Pricing Model (CAPM), to find a security's expected return.

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Beta (Since Inception) Range, Past 5 Years

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Beta (Since Inception) Benchmarks

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iShares MSCI Min Vol USA Index ETF Upgrade
iShares US Fundamental Index ETF Upgrade
Invesco FTSE RAFI U.S. Index ETF - CAD hedged Upgrade
Invesco S&P 500 Low Volatility Index ETF Hedged Upgrade
iShares US Fundamental Index ETF (Non-Hedged) Upgrade

Beta (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade