C000171194 Performance — iShares Edge MSCI Multifactor USA Index Fund, Class K
Data updated: 2020-12-28
C000171194 returned +2.34% over one year to Oct 2020. Over one year the fund beat its Global Value category average: $100 grew to $102, against $100 for the category. Volatility over the past 12 months was 23.74% a year. In the 12 months to Oct 2020 the fund took in a net $704K, and assets reached $14.43M.
C000171194 Growth of $100
What $100 invested in iShares Edge MSCI Multifactor USA Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Value category average over the same months.
| Period | C000171194 | Category average |
|---|---|---|
| 1 year (Nov 2019 – Oct 2020) | $102 | $100 |
| Since data start (Aug 2019 – Oct 2020) | $105 | $101 |
C000171194 Trailing Returns
Total returns to Oct 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +2.34% |
C000171194 Annual Returns
Calendar-year total returns of iShares Edge MSCI Multifactor USA Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Oct) | −3.11% |
| 2019 (Aug–Dec) | +8.39% |
C000171194 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −1.2% | −8.2% | −14.7% | +11.6% | +5.4% | +0.4% | +4.8% | +4.9% | −2.5% | −1.0% | — | — |
| 2019 | — | — | — | — | — | — | — | −2.7% | +2.6% | +2.7% | +3.5% | +2.1% |
C000171194 Risk
Risk measures from monthly returns over Nov 2019 – Oct 2020.
- 1-year volatility (annualised): 23.74%
- Best month: +11.58% (Apr 2020)
- Worst month: −14.73% (Mar 2020)
C000171194 Fund Flows
Monthly money in and out of iShares Edge MSCI Multifactor USA Index Fund, from SEC Form N-PORT.
- 12-month net flow: $704K
- 12-month gross sales (incl. reinvestments): $2.3M
- Sales ÷ redemptions: 1.45×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2020 | $218K | $125K | $93K |
| Sep 2020 | $131K | $181K | −$49K |
| Aug 2020 | $59K | $27K | $32K |
| Jul 2020 | $53K | $384K | −$331K |
| Jun 2020 | $125K | $47K | $78K |
| May 2020 | $379K | $22K | $357K |
| Apr 2020 | $254K | $5K | $249K |
| Mar 2020 | $279K | $104K | $175K |
| Feb 2020 | $145K | $240K | −$95K |
| Jan 2020 | $113K | $250K | −$136K |
| Dec 2019 | $338K | $70K | $268K |
| Nov 2019 | $189K | $126K | $63K |
C000171194 Assets Under Management
Net assets of iShares Edge MSCI Multifactor USA Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-10-31 | $14.43M |
| 2020-07-31 | $14.22M |
| 2020-04-30 | $12.75M |
| 2020-01-31 | $14.26M |
| 2019-10-31 | $13.71M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.