iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV)

41.38 -0.24 (-0.58%) USD  |  BATS  |  Dec 23, 16:00
41.38 0.00 (0.00%) Pre-Market: 20:00
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SMMV Beta (Since Inception)

Beta (Since Inception) Chart

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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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Beta (Since Inception) Related Metrics

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