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iShares MSCI EAFE Min Vol Factor ETF (EFAV)
Cboe US - Cboe US Real-time price. Currency in USD
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As of 09:52AM EDT. Market open.
Risk statistics
3 yearsEFAVCategory average
5 yearsEFAVCategory average
10 yearsEFAVCategory average
Alpha
-1.340.92
-2.860.49
0.280.43
BETA
0.771.01
0.721
0.690.99
Mean annual return
0.070.22
0.230.62
0.350.44
R-squared
86.8692.26
86.1392.81
82.2692.3
Standard deviation
13.4817.26
13.317.96
11.4315.42
Sharpe ratio
-0.19-0.04
0.030.28
0.220.24
Treynor ratio
-4.59-2.06
-0.643.66
2.822.65
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