ISHARES MSCI USA VALUE FACTOR ETF

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VLUE vs SPY 1 Year Daily ReturnsVLUE has a beta of 0.81. In the past year, VLUE has been less volatile than the S&P500.
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VLUE Historical BetaSince 2024-07-15, the beta for VLUE changed by -0.03 and had an average of 0.82.
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VLUE Sharpe RatioVLUE has a 1 year sharpe of 0.5 which is +0.16 compared to the S&P500.
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VLUE Daily P/L Normal DistributionVLUE has a P/L mean of 0.03% and a std dev of 1.17%. A daily 1σ move is between $112.2 and $114.85.
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VLUE 1 Year DrawdownVLUE had a max drawdown of 18.96% in the previous year.
Created with Highcharts 10.1.0.VLUESPYAug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25-15%-10%-5%0%Powered by unusualwhales.com
VLUE Yearly Drawdown Duration