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ALL ORDS
7,849.40
+17.50(+0.22%)
AUD/USD
0.6520
-0.0007(-0.11%)
ASX 200
7,587.00
+17.10(+0.23%)
OIL
78.66
-0.34(-0.43%)
GOLD
2,302.20
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Bitcoin AUD
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iShares MSCI EAFE Small-Cap ETF (SCZ)

NasdaqGM - NasdaqGM Real-time price. Currency in USD

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61.66

+0.60

(+0.99%)

As of 10:13AM EDT. Market open.

Risk statistics

3 yearsSCZCategory average

5 yearsSCZCategory average

10 yearsSCZCategory average

Alpha

-3.05-1.34

-1.26-0.19

0.370.15

BETA

1.111.07

1.121.1

1.061.05

Mean annual return

0.020.16

0.560.64

0.490.47

R-squared

93.8390.79

93.8291.69

91.1289.71

Standard deviation

18.7518.4

20.2320.15

16.6516.62

Sharpe ratio

-0.15-0.05

0.220.28

0.270.25

Treynor ratio

-4.03-2.42

2.313.34

2.942.74