iShares Edge MSCI Min Vol USA Sm-Cp ETF (SMMV)

35.40 -0.17  -0.48% BATS Feb 25, 10:22 Delayed 2m USD
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Key Stats

Net Asset Value 35.52
Discount or Premium to NAV 0.14%
Turnover Ratio 48.00%
1 Year Fund Level Flows 439.47M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.84% -0.84% -1.43% 7
3M 3.02% 3.02% 4.05% 38
6M 6.93% 7.07% 9.84% 85
YTD 0.28% 0.08% -0.60% 11
1Y 11.73% 11.46% 5.65% 4
3Y 11.84% 11.68% 5.44% 1
5Y -- -- 6.52% --
10Y -- -- 10.93% --
15Y -- -- 7.69% --
20Y -- -- 8.43% --
As of Feb. 24, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.13% 0.18% 0.04%
Stock 99.87% 99.87% 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 Feb. 21, 2020

Region Exposure

Americas 100.00%
North America 99.49%
Latin America 0.51%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 99.78%
% Emerging Markets 0.22%
As of Feb. 21, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 3.90%
Communication Services 4.34%
Consumer Cyclical 9.74%
Consumer Defensive 9.05%
Energy 0.69%
Financial Services 11.11%
Healthcare 7.99%
Industrials 11.02%
Real Estate 24.87%
Technology 9.03%
Utilities 8.28%
As of Feb. 21, 2020

Stock Market Capitalization

Giant 0.00%
Large 0.09%
Medium 46.29%
Small 46.70%
Micro 6.92%
As of Feb. 21, 2020

Stock Style Exposure

Large Cap Value 0.00%
Large Cap Blend 0.09%
Large Cap Growth 0.00%
Mid Cap Value 14.67%
Mid Cap Blend 20.47%
Mid Cap Growth 11.34%
Small Cap Value 20.65%
Small Cap Blend 18.03%
Small Cap Growth 14.75%
As of Feb. 21, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
RGLD Royal Gold Inc 1.39% 108.92 -1.14%
BXMT Blackstone Mortgage Trust Inc A 1.36% 39.94 +0.10%
FLO Flowers Foods Inc 1.20% 22.04 +0.23%
IDA Idacorp Inc 1.19% 111.17 -0.16%
LSI Life Storage Inc 1.18% 117.77 -0.35%
EQC Equity Commonwealth 1.15% 32.85 -0.15%
AIV Apartment Investment & Management Co 1.11% 54.76 -0.09%
POR Portland General Electric Co 1.11% 61.60 -0.08%
CUBE CubeSmart 1.08% 32.18 -0.92%
THG The Hanover Insurance Group Inc 1.05% 134.04 -0.13%
As of Feb. 21, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI USA Small Cap Minimum Volatility (USD) Index. The fund generally will invest at least 90% of its assets in the component securities of the underlying index. The index has been developed by MSCI Inc. (the "index provider" or "MSCI") to measure the performance of small-capitalization U.S. equities that in the aggregate have lower volatility characteristics relative to the small-capitalization U.S. equity market. The manager uses a "passive" or indexing approach to try to achieve the fund's investment objective. It is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style Small Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Small Blend
Prospectus Objective Small Company
Fund Owner Firm Name iShares
Benchmark Index
MSCI USA Minimum Voltlty SC(USD)GR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.40 yrs
Amy Whitelaw 1.17 yrs
Greg Savage 3.40 yrs
Jennifer Hsui 3.40 yrs
Rachel Aguirre 1.17 yrs

Net Fund Flows

1M 69.23M
3M 163.54M
6M 329.13M
YTD 69.23M
1Y 439.47M
3Y 519.11M
5Y --
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 15.19%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.747
30-Day Rolling Volatility 8.73%
Daily Value at Risk (VaR) 1% (All) 1.68%
Monthly Value at Risk (VaR) 1% (All) 6.84%

Fundamentals

Dividend Yield TTM (2-25-20) 1.65%
30-Day SEC Yield (4-30-18) 1.80%
7-Day SEC Yield --
Weighted Average PE Ratio 20.94
Weighted Average Price to Sales Ratio 1.995
Weighted Average Price to Book Ratio 2.085
Weighted Median ROE 10.67%
Weighted Median ROA 5.20%
Forecasted Dividend Yield 2.34%
Forecasted PE Ratio 18.86
Forecasted Price to Sales Ratio 1.882
Forecasted Price to Book Ratio 1.971
Number of Holdings 388
As of Feb. 21, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 6.88%
Forecasted Book Value Growth 3.49%
Forecasted Cash Flow Growth 2.09%
Forecasted Earnings Growth 5.02%
Forecasted Revenue Growth 4.19%
As of Feb. 21, 2020

Comparables

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Attributes

Key Dates
Inception Date 9/7/2016
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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