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
0.440.72
1.141.34
0.11-0.3
Beta
0.981.01
0.990.95
0.960.96
Mean Annual Return
0.550.14
0.730.66
0.230.3
R-squared
95.1891.75
95.2593.83
97.7993.95
Standard Deviation
12.2413.42
11.7413.95
18.4819.03
Sharpe Ratio
0.510.15
0.730.57
0.130.14
Treynor Ratio
5.781.18
8.257.64
0.690.97