iShares MSCI USA Multifactor ETF (LRGF)

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The chart shows the growth of an initial investment of $10,000 in iShares MSCI USA Multifactor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

iShares MSCI USA Multifactor ETF (LRGF) has returned -4.69% so far this year and 15.42% over the past 12 months. Over the last decade, LRGF has posted an annualized return of 12.34%, slightly higher than the S&P 500 Index benchmark’s 12.16%.

Based on dividend-adjusted daily data since Apr 30, 2015, LRGF's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +11.5%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LRGF closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -12.1%.

iShares MSCI USA Multifactor ETF has an annualized alpha of 0.56%, beta of 0.98, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since May 01, 2015.

• With beta of 0.98 and R² of 0.93, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

LRGF has an expense ratio of 0.20%, which is considered low.

LRGF ranks 49 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and compare them to a chosen benchmark (S&P 500 Index).

iShares MSCI USA Multifactor ETF provided a 1.23% dividend yield over the last twelve months, with an annual payout of $0.81 per share. The fund has been increasing its distributions for 4 consecutive years.

The table displays the monthly dividend distributions for iShares MSCI USA Multifactor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the iShares MSCI USA Multifactor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI USA Multifactor ETF was 36.03%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.

The current iShares MSCI USA Multifactor ETF drawdown is 6.26%.

The chart below shows the rolling one-month volatility.