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iShares Adaptive Currency Hedged MSCI EAFE ETF (DEFA)

Cboe US - Cboe US Real Time Price. Currency in USD
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33.43-0.03 (-0.09%)
At close: 03:26PM EDT

Risk Statistics

3 YearsDEFACategory Average
5 YearsDEFACategory Average
10 YearsDEFACategory Average
Alpha
0.591.06
1.340.67
00.39
BETA
0.911
0.881
00.98
Mean Annual Return
0.750.36
0.880.67
00.47
R-squared
9492.8
91.7993.44
092.5
Standard Deviation
16.5417.13
13.3818.16
015.32
Sharpe Ratio
0.480.09
0.70.32
00.27
Treynor Ratio
7.490.09
10.164.45
03.18