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iShares MSCI EAFE Value (EFV)

-NYSEArca
54.67 Down 0.14(0.26%) Sep 30, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEFVCategory
Alpha (against Standard Index)2.75N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return1.05N/A
R-squared (against Standard Index)93.91N/A
Standard Deviation15.78N/A
Sharpe Ratio0.80N/A
5 Years
StatisticEFVCategory
Alpha (against Standard Index)-1.17N/A
Beta (against Standard Index)1.02N/A
Mean Annual Return0.69N/A
R-squared (against Standard Index)93.56N/A
Standard Deviation17.34N/A
Sharpe Ratio0.47N/A
10 Years
StatisticEFVCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A