LRGF

iShares Edge MSCI Multifactor USA ETF
LAST TRADECHANGE (%)VOLUME
$29.36-- (--)12.52K
12:40:00 p.m. (ET) 07/21/2017
BID SIZEBID ($)ASK ($)ASK SIZE
1,00029.2729.421,000
A

77
  • Overview
  • Efficiency
  • Tradability
  • Fit

LRGF Fund Description

The iShares Edge MSCI Multifactor USA ETF tracks an index of US large- and midcap equities. Stocks are selected and weighted to increase exposure to 4 factors (quality, value, momentum and size) while maintaining similar characteristics to the MSCI USA index.

LRGF FactSet Analytics Insight

LRGF aims to provide enhanced exposure to popular factors without straying too far from marketlike returns. The fund pulls from the MSCI USA Index—a cap-weighted collection of large- and midcap stocks—and optimizes its exposure to its factors to keep the expected risk of the fund similar to that of the parent index. Sector and security constraints are also in place. The factors (quality, value, momentum and size) are quite popular among ETFs either singly or in groups. LRGF’s approach differs from that of ETFs in the SSgA “Quality Mix” suite, which holds its 3 factors as equally weighted subindexes without optimization. The fund’s constrained multifactor exposure suggests use as a core long-term US equity allocation rather than a short-term tactical play. The new ETF charges a reasonable fee but faces stiff competition in an increasingly crowded field. Trade LRGF with care in early days.

LRGF MSCI ESG Fund metrics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of July 20, 2017 the iShares Edge MSCI Multifactor USA ETF MSCI ESG Fund Quality Score is 5.08 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. LRGF ranks in the 72nd percentile within its peer group and in the 40th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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LRGF Top 10 Countries

LRGF Top 10 Sectors

LRGF Top 10 Holdings View All

LRGF Summary Data

04/30/15
Open-Ended Fund
0.20%
$530.82 M
$5.6 M
0.16%

LRGF Portfolio Data

$44.67 B
19.30
2.15
1.56%
09/26/17
147

LRGF Index Data

MSCI USA Diversified Multiple-Factor Index
Multi-Factor
Multi-Factor
MSCI USA Investable Markets_net

Related ETFs to LRGF

QDF, DGRW, TILT, FPX, VUSE
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

LRGF Portfolio Management

0.20%
-0.29%
-0.20%
-0.43%

LRGF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

LRGF Fund Structure

Open-Ended Fund
No
Yes
70% / 30%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS10030.80
10030.72
10029.48
1,00029.43
1,00029.42
BIDS1,00029.27
1,00029.26
10029.21
10027.95
10027.83
LAST 10 TRADES
TIMEPRICESHARES
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Bats BZX Real-time Quote - 13:05:57
Daily Spread
Premium/Discount
Volume

LRGF FactSet Analytics Block Liquidity

As of 07/21/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of LRGF. LRGF is rated a 5 out of 5.

LRGF Tradability

195,819
$5.6 M
58,589
$1.7 M
0.16%
$0.05
0.04%
0.37% / -0.30%
None
100.00%
50,000
1.17
0.03%
0.01%
--
$29.36
5

LRGF Performance Statistics

0.90
1.00
0.97
0.94
0.17%
MSCI USA Investable Markets_net

LRGF MSCI ESG Fund Metrics

5.08 / 10
71.51
40.47
10.01%
9.97%
235.56