Analyze
1 security against SPY · Data through Sep 21, 2026 · weekly observations
USMViShares MSCI USA Min Vol Factor ETF
1 of 30 securities
Market Groups
Widgets
Save & share this comparison
Saves these securities, the comparison, the window and the panels on screen — and gives you a short code to get back to it.
No widgets added. Use + Add widget to add a chart or table.
Computed from weekly observations over each panel's selected window, annualized at 52 periods a year. Sharpe uses a flat 4% risk-free rate. Relative figures use only the dates each security and SPY both traded. — = insufficient history or unavailable data.
What these measures mean
- Cumulative return
- Total change in value over the selected window, start to end.Not annualized — the whole window, however long it is
- Annualized return
- The constant yearly rate that would produce the cumulative return.Shown only for windows of about a year or more
- Volatility
- How much the return moved around its own average, scaled to a yearly figure.Annualized from the observation frequency of the data
- Sharpe ratio
- Return above the risk-free rate, per unit of volatility.Blank wherever the annualized return is blank
- Maximum drawdown
- The largest peak-to-trough decline within the window.Always negative, or zero if the series never fell
- Excess return
- Cumulative return minus the comparison's, over the shared dates.In percentage points, not a ratio
- Beta
- How much the security moved for a given move in the comparison.1.20 means it moved 20% more, on average, in both directions
- Correlation
- How closely two securities' returns moved together, from −1 to +1.+1 moved together · 0 no relationship · −1 moved oppositely
- Up capture
- Share of the comparison's gain the security delivered in the periods the comparison rose.120% means it gained more than the comparison in those periods
- Down capture
- Share of the comparison's loss the security took in the periods the comparison fell.60% means it fell less; above 100% means it fell more
- Tracking error
- How much the difference between the two returns varied, scaled to a yearly figure.0% would mean the two moved identically, every period
- Information ratio
- Annualized excess return per unit of tracking error.Blank under about a year, like the annualized return