iShares MSCI USA Quality Factor Index ETF (XQLT.TO)

42.80 -0.18 (-0.42%) CAD  |  TSX  |  Dec 13, 16:00
More

XQLT.TO Monthly Value at Risk (VaR) 5% (Since Inception)

Monthly Value at Risk (VaR) 5% (Since Inception) Chart

View Monthly Value at Risk (VaR) 5% (Since Inception) for XQLT.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Monthly Value at Risk (VaR) 5% (Since Inception) Range, Past 5 Years

View Monthly Value at Risk (VaR) 5% (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Monthly Value at Risk (VaR) 5% (Since Inception) Benchmarks

View Monthly Value at Risk (VaR) 5% (Since Inception) Benchmarks
Start Trial
TD U.S. Equity CAD Hedged Index ETF Upgrade
iShares MSCI Min Vol USA Idx ETF (CAD-Hedged) Upgrade
Franklin U.S. Large Cap Multifactor Index ETF Upgrade
Mackenzie US Large Cap Equity Index ETF (CAD-Hgd) Upgrade
Fidelity U.S. High Quality Currency Neut ETF Upgrade

Monthly Value at Risk (VaR) 5% (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade