iShares Edge MSCI Min Vol USA Sm-Cp ETF (SMMV)
35.40
-0.17 -0.48%
BATS
Feb 25, 10:22
Delayed 2m
USD
Key Stats
| Expense Ratio | 0.20% |
| Total Assets Under Management | 579.02M |
| Share Class Assets Under Management | 579.02M |
| 30-Day Average Daily Volume | 137935.5 |
| 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% | -- |
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% |
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% |
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% |
Stock Market Capitalization
| Giant | 0.00% |
| Large | 0.09% |
| Medium | 46.29% |
| Small | 46.70% |
| Micro | 6.92% |
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% |
View More Holdings
As of Feb. 21, 2020
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% |
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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 | -- |
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 |
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% |
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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