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iShares Core MSCI EAFE ETF (IEFA)

Cboe US - Cboe US Real-time price. Currency in USD
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75.82+0.22 (+0.28%)
As of 10:50AM EDT. Market open.

Risk statistics

3 yearsIEFACategory average
5 yearsIEFACategory average
10 yearsIEFACategory average
Alpha
1.850.82
0.820.46
0.570.35
BETA
1.061.01
1.041
1.010.98
Mean annual return
0.280.21
0.620.58
0.470.44
R-squared
96.0692.68
96.4393.39
96.1392.45
Standard deviation
17.7817.15
18.6118.19
15.5415.36
Sharpe ratio
0.02-0.03
0.280.26
0.260.25
Treynor ratio
-1.15-1.92
3.553.24
2.932.76