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iShares MSCI EAFE (EFA)

-NYSEArca
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Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEFACategory
Alpha (against Standard Index)2.00N/A
Beta (against Standard Index)0.97N/A
Mean Annual Return0.74N/A
R-squared (against Standard Index)97.72N/A
Standard Deviation16.32N/A
Sharpe Ratio0.54N/A
5 Years
StatisticEFACategory
Alpha (against Standard Index)0.45N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.85N/A
R-squared (against Standard Index)97.34N/A
Standard Deviation16.60N/A
Sharpe Ratio0.61N/A
10 Years
StatisticEFACategory
Alpha (against Standard Index)-0.71N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return0.70N/A
R-squared (against Standard Index)98.09N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.63N/A