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Straits Times Index
3,292.93
-3.96
(-0.12%)
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5,127.79
+63.59
(+1.26%)
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iShares MSCI EAFE ETF (EFA)
NYSEArca - Nasdaq Real-time price. Currency in USD
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78.92
+0.78
(+1.00%)
At close: 04:00PM EDT
78.95
+0.03
(+0.04%)
After hours:
05:14PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
EFA
Category average
5 years
EFA
Category average
10 years
EFA
Category average
Alpha
2.55
0.82
0.99
0.46
0.37
0.35
BETA
1.06
1.01
1.02
1
1
0.98
Mean annual return
0.34
0.21
0.63
0.58
0.45
0.44
R-squared
95.72
92.68
96.01
93.39
95.87
92.45
Standard deviation
17.69
17.15
18.42
18.19
15.43
15.36
Sharpe ratio
0.06
-0.03
0.29
0.26
0.25
0.25
Treynor ratio
-0.46
-1.92
3.74
3.24
2.74
2.76
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