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iShares MSCI EAFE (EFA)

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62.23 Up 0.34(0.55%) Oct 24, 4:00PM EDT
|After Hours : 62.22 Down 0.01 (0.02%) Oct 24, 4:40PM 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