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iShares MSCI EAFE Value ETF (EFV)

Cboe US - Cboe US Delayed price. Currency in USD
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53.40-0.07 (-0.13%)
At close: 04:00PM EDT
52.49 -0.91 (-1.70%)
Pre-market: 08:38AM EDT

Risk statistics

3 yearsEFVCategory average
5 yearsEFVCategory average
10 yearsEFVCategory average
Alpha
4.583.02
0.440.65
-0.77-0.46
BETA
0.960.97
1.061.03
1.041.02
Mean annual return
0.650.52
0.670.68
0.390.41
R-squared
88.188.24
89.4889.57
89.8789.1
Standard deviation
16.8416.88
19.6719.19
16.4316.16
Sharpe ratio
0.290.2
0.30.31
0.20.21
Treynor ratio
3.782.22
3.964.24
1.832.15