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iShares MSCI EAFE (EFA)

-NYSEArca
60.64 Up 1.11(1.86%) Oct 17, 4:00PM EDT
|After Hours : 60.64 0.00 (0.00%) Oct 17, 6:39PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEFACategory
Alpha (against Standard Index)1.78N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return1.14N/A
R-squared (against Standard Index)97.15N/A
Standard Deviation14.25N/A
Sharpe Ratio0.96N/A
5 Years
StatisticEFACategory
Alpha (against Standard Index)0.45N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return0.64N/A
R-squared (against Standard Index)97.56N/A
Standard Deviation16.56N/A
Sharpe Ratio0.46N/A
10 Years
StatisticEFACategory
Alpha (against Standard Index)-0.63N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return0.64N/A
R-squared (against Standard Index)98.08N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio4.87N/A