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iShares MSCI EAFE Min Vol Factor ETF (EFAV)

Cboe US - Cboe US Delayed Price. Currency in USD
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70.47+0.45 (+0.64%)
At close: 04:00PM EDT
70.47 0.00 (0.00%)
After hours: 07:17PM EDT

Risk Statistics

3 YearsEFAVCategory Average
5 YearsEFAVCategory Average
10 YearsEFAVCategory Average
Alpha
-0.631.06
-2.420.67
0.680.39
BETA
0.761
0.71
0.690.98
Mean Annual Return
0.210.36
0.280.67
0.40.47
R-squared
87.192.8
85.2893.44
82.2992.5
Standard Deviation
13.417.13
13.318.16
11.3915.32
Sharpe Ratio
-0.030.09
0.090.32
0.290.27
Treynor Ratio
-1.710.09
0.494.45
3.983.18