BlackRock actually launched its multifactor ETF in April of 2015. Go to Yahoo Finance and download the monthly prices fo
Posted: Thu May 26, 2022 6:57 am
BlackRock actually launched its multifactor ETF in April of
2015. Go to Yahoo Finance and download the monthly prices for this
fund since inception (Name: iShares MSCI USA Multifactor ETF,
Ticker: LRGF), along with their S&P 500 index fund (Name:
iShares Core S&P 500 ETF, Ticker: IVV). Calculate the
annualized average monthly returns and the compound annual growth
rate for both funds. Was the multifactor fund able to beat the
S&P 500 out-of-sample?
2015. Go to Yahoo Finance and download the monthly prices for this
fund since inception (Name: iShares MSCI USA Multifactor ETF,
Ticker: LRGF), along with their S&P 500 index fund (Name:
iShares Core S&P 500 ETF, Ticker: IVV). Calculate the
annualized average monthly returns and the compound annual growth
rate for both funds. Was the multifactor fund able to beat the
S&P 500 out-of-sample?