EFA - iShares MSCI EAFE ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsEFACategory Average
5 YearsEFACategory Average
10 YearsEFACategory Average
Alpha
-0.760.72
-0.091.34
0.41-0.3
Beta
0.971.01
0.960.95
0.980.96
Mean Annual Return
0.520.14
0.160.66
0.590.3
R-squared
96.4391.75
95.9893.83
97.0193.95
Standard Deviation
10.9113.42
12.0313.95
14.7219.03
Sharpe Ratio
0.440.15
0.090.57
0.440.14
Treynor Ratio
4.481.18
0.347.64
5.750.97