ISHARES MORNINGSTAR SMALL-CAP VALUE ETF
Free full Seasonality data:
ISCV vs SPY 1 Year Daily ReturnsISCV has a beta of 0.94. In the past year, ISCV has been less volatile than the S&P500.
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ISCV Historical BetaSince 2024-08-09, the beta for ISCV changed by -0.12 and had an average of 0.98.
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ISCV Sharpe RatioISCV has a 1 year sharpe of 0.16 which is -0.18 compared to the S&P500.
Display:
1y
Timeframe:
1y
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ISCV Daily P/L Normal DistributionISCV has a P/L mean of 0.05% and a std dev of 1.56%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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ISCV 1 Year DrawdownISCV had a max drawdown of 26.09% in the previous year.
1y
ISCV Yearly Drawdown DurationISCV has an average drawdown duration of 33.63 days every year.