LRGF

iShares Edge MSCI Multifactor USA ETF
LAST TRADECHANGE (%)VOLUME
$27.75-- (--)23.20K
4:00:00 p.m. (ET) 03/27/2017
BID SIZEBID ($)ASK ($)ASK SIZE
1,00027.6427.751,000

Overall Rating

A

79
as of 03/27/17

Rating Details

94
93
79
Segment Average
  • 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 tooptimizes its exposure keep the expected risk similar to the parent index 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.

  • 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%
$359.13 M
$2.58 M
0.22%

LRGF Portfolio Data

$43.5 B
19.63
2.41
1.60%
03/24/17
139

LRGF Index Data

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

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%
-0.32%
-0.23%
-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
ASKS----
----
1,00027.77
1,00027.76
1,00027.75
BIDS1,00027.64
1,00027.63
10026.38
10026.34
----
LAST 10 TRADES
TIMEPRICESHARES
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Bats BZX Real-time Quote - 09:59:18
Average Spread
Premium/Discount
Volume

LRGF FactSet Analytics Block Liquidity

As of 03/27/17
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

92,838
$2.58 M
51,612
$1.44 M
0.22%
$0.06
0.04%
0.61% / -0.44%
None
100.00%
50,000
1.03
0.03%
0.01%
--
$27.78
5

LRGF Performance Statistics

0.93
1.03
0.93
1.02
0.18%
MSCI USA Investable Markets