EFA - iShares MSCI EAFE ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsEFACategory Average
5 YearsEFACategory Average
10 YearsEFACategory Average
Alpha
0.160.72
0.461.34
0.28-0.3
Beta
0.961.01
0.960.95
0.980.96
Mean Annual Return
0.520.14
0.210.66
0.490.3
R-squared
97.5491.75
96.4493.83
97.0893.95
Standard Deviation
11.0113.42
12.3413.95
14.5319.03
Sharpe Ratio
0.430.15
0.130.57
0.370.14
Treynor Ratio
4.481.18
0.867.64
4.460.97