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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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72.00-0.06 (-0.08%)
At close: 04:00PM EDT

Risk statistics

3 yearsEFAVCategory average
5 yearsEFAVCategory average
10 yearsEFAVCategory average
Alpha
-0.690.82
-2.230.46
0.450.35
BETA
0.771.01
0.71
0.690.98
Mean annual return
0.110.21
0.250.58
0.360.44
R-squared
87.1392.68
85.6993.39
82.3992.45
Standard deviation
13.4317.15
13.3418.19
11.415.36
Sharpe ratio
-0.13-0.03
0.060.26
0.250.25
Treynor ratio
-3.53-1.92
-0.183.24
3.262.76