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iShares Edge MSCI Min Vol EAFE ETF (EFAV)
Cboe US - Cboe US Delayed price. Currency in USD
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69.84
+0.41
(+0.59%)
At close: 04:00PM EDT
69.84
0.00
(0.00%)
After hours:
04:08PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
EFAV
Category average
5 years
EFAV
Category average
10 years
EFAV
Category average
Alpha
-0.63
1.06
-2.42
0.67
0.68
0.39
BETA
0.76
1
0.7
1
0.69
0.98
Mean annual return
0.21
0.36
0.28
0.67
0.4
0.47
R-squared
87.1
92.8
85.28
93.44
82.29
92.5
Standard deviation
13.4
17.13
13.3
18.16
11.39
15.32
Sharpe ratio
-0.03
0.09
0.09
0.32
0.29
0.27
Treynor ratio
-1.71
0.09
0.49
4.45
3.98
3.18
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