QEFA - SPDR MSCI EAFE StrategicFactors ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsQEFACategory Average
5 YearsQEFACategory Average
10 YearsQEFACategory Average
Alpha
0.310.72
1.571.34
0-0.3
Beta
0.851.01
0.850.95
00.96
Mean Annual Return
0.580.14
0.350.66
00.3
R-squared
93.191.75
93.993.83
093.95
Standard Deviation
9.8513.42
10.9913.95
019.03
Sharpe Ratio
0.550.15
0.290.57
00.14
Treynor Ratio
6.11.18
3.147.64
00.97