LRGFiShares Edge MSCI Multifactor U.S.A. ETF
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 investment factors without straying too far from a marketlike risk profile. The fund pulls from the MSCI USA Indexa cap-weighted collection of large- and midcap stocksand uses an optimizer to increase exposure to its chosen factors while keeping 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 SSgAs competing 'Quality Mix' suite, which holds its 3 factors as equally weighted subindexes without optimization.
LRGFs constrained multifactor exposure suggests use as a core US equity allocation rather than a tactical play. It's a popular approach: the fund enjoys a sizeable asset base and an active trading market. LRGF charges a reasonable fee for its exposure.
LRGF MSCI ESG Analytics 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 June 20, 2018 the iShares Edge MSCI Multifactor U.S.A. ETF MSCI ESG Fund Quality Score is 5.21 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 57th percentile within its peer group and in the 42nd percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.
LRGF CHARTS AND PERFORMANCE
LRGF Top 10 Countries
LRGF Top 10 Sectors
LRGF Top 10 Holdings [View All]
LRGF Portfolio Management
LRGF Tax Exposures
LRGF Fund Structure
LRGF Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
LRGF TOP 10 HOLDINGS[View All]
LRGF Economic Development
LRGF Performance Statistics
LRGF MSCI ESG Ratings
LRGF BENCHMARK COMPARISON SUMMARY
LRGF BENCHMARK COMPARISON MARKET CAP SIZE