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Straits Times Index
3,287.75
-5.38
(-0.16%)
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iShares MSCI EAFE Growth ETF (EFG)
Cboe US - Cboe US Real-time price. Currency in USD
Add to watchlist
98.65
-1.00
(-1.00%)
As of 12:26PM EDT. Market open.
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
EFG
Category average
5 years
EFG
Category average
10 years
EFG
Category average
Alpha
1.22
-1.37
1.77
1.42
1.48
1.62
BETA
1.14
1.13
0.99
1.02
0.97
0.99
Mean annual return
0.37
0.16
0.76
0.74
0.56
0.57
R-squared
88.09
85.05
87.16
84.22
88.04
84.12
Standard deviation
19.97
20.13
18.68
19.57
15.55
16.24
Sharpe ratio
0.08
-0.04
0.37
0.35
0.34
0.33
Treynor ratio
-0.33
-2.36
5.49
5.11
4.25
4.32
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