EFG - iShares MSCI EAFE Growth ETF

BATS - BATS Delayed Price. Currency in USD

Risk Statistics

3 YearsEFGCategory Average
5 YearsEFGCategory Average
10 YearsEFGCategory Average
Alpha
1.92.15
2.812.56
1.970.41
Beta
0.950.88
0.920.92
0.940.82
Mean Annual Return
0.670.25
0.410.74
0.610.32
R-squared
89.7883.96
91.2487.99
95.1885.8
Standard Deviation
11.4612.12
12.2113.94
14.1517.04
Sharpe Ratio
0.560.24
0.320.64
0.480.18
Treynor Ratio
6.372.57
3.499.09
6.371.9