EFG: iShares MSCI EAFE Growth ETF
Performance
EFG +1.21%
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Current Drawdown
-6.50%
Rolling Volatility
+0.80%
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Metrics
Risk Indicators
Alpha-12.83%
Beta1.22x
Sharpe-0.08
Sortino-0.12
Omega0.99
Calmar0.09
Martin-0.37
Comparisons