iShares MSCI EAFE Value Index
(PCQ: EFV)
50.92
-1.03
-1.98%
-1.03
-1.98%
MORE ON EFV
QUICK STATS
| Latest price | 50.92 | Change | -1.03 | |
| Net assets | 1.99 Bil | % Change | -1.98% | |
| YTD | +7.66 % | |||
| Category | Foreign Large Value | |||
| Fund family name | iShares | |||
| Index tracked | MSCI EAFE NR USD | |||
| Inception date | 08/01/2005 | |||
| Turnover ratio | +27.00 % | |||
| Detailed quote | Last price update 6/19/2013 4:00 PM ET ET | |||
OVERVIEW
The investment seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI EAFE® Value Index (the "underlying index").
The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. The underlying index is a subset of the MSCI EAFE® Index and constituents of the underlying index include securities from Europe, Australasia and the Far East.
ANNUAL RETURNS
| 2010 | 2011 | 2012 | |
|---|---|---|---|
| MKT | NA | NA | NA |
| NAV | 3.18 | -12.24 | 17.52 |
MODERN PORTFOLIO THEORY STATISTICS
| MEASUREMENT |
STANDARD INDEX MSCI EAFE NR USD |
|---|---|
| R-Squared (1-year) | 97.75 |
| Beta (1-year) | 1.04 |
| Alpha (1-year) | -1.62 |
DATA PROVIDERS
Copyright © 2013 Microsoft. All rights reserved.
Fundamental company data and historical chart data provided by Morningstar Inc. Real-time index quotes and delayed quotes supplied by Morningstar Inc. Quotes delayed by up to 15 minutes, except where indicated otherwise. Fund summary, fund performance and dividend data provided by Morningstar Inc. Analyst recommendations provided by Zacks Investment Research. StockScouter data provided by Verus Analytics. IPO data provided by Hoover's Inc. Index membership data provided by Morningstar Inc.
ASSET ALLOCATION
| Prospectus Objectives | Foreign Large Value |
FEES AND EXPENSES
| Expense Ratio | 0.40% |
| Gross Expense Ratio | 0.40% |
| Net Expense Ratio | 0.40% |
| Management Fee | 0.40% |
VOLATILITY MEASURES
| 1-year standard deviation | 19.19 |
| Mean | 0.92 |
| 1-Year Treynor ratio | 26.79 |
| 3-year Sharpe ratio | 0.57 |
- What does this mean?
- Morningstar portfolio data through 6/18/2013