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iShares MSCI EAFE (EFA)

-NYSEArca
64.49 Up 0.23(0.36%) 1:49PM EST - Nasdaq Real Time Price

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEFACategory
Alpha (against Standard Index)1.69N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.84N/A
R-squared (against Standard Index)96.88N/A
Standard Deviation13.41N/A
Sharpe Ratio0.74N/A
5 Years
StatisticEFACategory
Alpha (against Standard Index)0.36N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return0.63N/A
R-squared (against Standard Index)97.54N/A
Standard Deviation16.56N/A
Sharpe Ratio0.45N/A
10 Years
StatisticEFACategory
Alpha (against Standard Index)-0.69N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return0.60N/A
R-squared (against Standard Index)98.07N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio4.35N/A