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iShares MSCI EAFE Growth ETF (EFG)

Cboe US - Cboe US Delayed price. Currency in USD
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104.71+0.17 (+0.16%)
At close: 04:00PM EDT
102.67 -2.04 (-1.95%)
After hours: 04:04PM EDT

Risk statistics

3 yearsEFGCategory average
5 yearsEFGCategory average
10 yearsEFGCategory average
Alpha
0.07-2.37
1.020.8
1.221.48
BETA
1.151.13
11.02
0.981
Mean annual return
0.13-0.08
0.620.61
0.510.54
R-squared
87.6384.68
86.8383.84
87.8184.01
Standard deviation
20.0520.17
18.8119.64
15.6416.35
Sharpe ratio
-0.08-0.18
0.280.27
0.30.3
Treynor ratio
-3.1-4.96
3.683.44
3.583.78