EFG - iShares MSCI EAFE Growth ETF

Cboe US - Cboe US Delayed Price. Currency in USD

Risk statistics

3 yearsEFGCategory average
5 yearsEFGCategory average
10 yearsEFGCategory average
Alpha
-1.082.15
2.482.56
1.730.41
BETA
1.110.88
0.990.92
0.970.82
Mean annual return
0.890.25
0.540.74
0.550.32
R-squared
87.9983.96
87.5287.99
88.5585.8
Standard deviation
20.0112.12
18.3613.94
15.2217.04
Sharpe ratio
0.470.24
0.270.64
0.370.18
Treynor ratio
7.012.57
3.359.09
4.751.9