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iShares MSCI EAFE Growth ETF (EFG)

Cboe US - Cboe US Delayed price. Currency in USD
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104.34+0.82 (+0.79%)
At close: 04:00PM EDT
103.57 -0.77 (-0.74%)
After hours: 04:05PM EDT

Risk statistics

3 yearsEFGCategory average
5 yearsEFGCategory average
10 yearsEFGCategory average
Alpha
0.35-1.92
0.850.84
1.431.68
BETA
1.161.14
11.02
0.980.99
Mean annual return
0.15-0.03
0.650.65
0.520.55
R-squared
87.4484.94
86.3483.67
87.783.86
Standard deviation
20.220.31
18.6419.4
15.7116.34
Sharpe ratio
-0.08-0.17
0.290.29
0.30.31
Treynor ratio
-3.07-4.77
3.893.88
3.623.85