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iShares MSCI EAFE Index (EFA)

-NYSEArca

62.89 May 22, 4:00PM EDT


Risk as of Mar 30, 2013Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEFACategory
Alpha (against Standard Index)-0.06N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return0.55N/A
R-squared (against Standard Index)99.99N/A
Standard Deviation19.23N/A
Sharpe Ratio0.34N/A
5 Years
StatisticEFACategory
Alpha (against Standard Index)-0.08N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.15N/A
R-squared (against Standard Index)99.99N/A
Standard Deviation23.10N/A
Sharpe Ratio0.06N/A
10 Years
StatisticEFACategory
Alpha (against Standard Index)-0.11N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.90N/A
R-squared (against Standard Index)99.99N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.87N/A