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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
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
-0.69
0.82
-2.23
0.46
0.45
0.35
BETA
0.77
1.01
0.7
1
0.69
0.98
Mean annual return
0.11
0.21
0.25
0.58
0.36
0.44
R-squared
87.13
92.68
85.69
93.39
82.39
92.45
Standard deviation
13.43
17.15
13.34
18.19
11.4
15.36
Sharpe ratio
-0.13
-0.03
0.06
0.26
0.25
0.25
Treynor ratio
-3.53
-1.92
-0.18
3.24
3.26
2.76
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