EFAV is designed to be the low volatility answer to the MSCI EAFE
1, 2016, the S&P 500 had an annualized return of 14.81% versus 7.83% for the MSCI EAFE
and 7.50% for the MSCI Emerging Market Index.
5***iShares Core MSCI EAFE
ETF***$7.83 ***$9.60 ***International Equity
A common measure of foreign stocks, the MSCI Europe, Australasia, and the Far East (EAFE
) Index, has gained less than 10% for that period.
For instance, in three out of the last four calendar years, the Standard & Poor's 500 index has topped the chief international benchmark, the MSCI EAFE
Puts protecting against a 10 per cent drop in the iShares MSCI EAFE
Index Fund cost 5.79 points more than calls betting on a 10 per cent increase on May 3, according to three-month data compiled by Bloomberg.
6 asset classes, including US stocks, EAFE
stocks, bonds, gold, real estate and commodities have been applied in the conducted analysis.
Implied volatility, the key gauge of options prices, for six-month contracts on the Market Vectors Russia Exchange Traded Fund (RSX) is 36 percent higher than that for the iShares MSCI EAFE
Index ETF, which tracks U.K., German and Japanese stocks, data compiled by Bloomberg show.
The five passively managed funds were: S&P Small-Cap, S&P Mid-Cap, Vanguard 500 (large cap), Lehman Brothers Bond Fund, and MSCI EAFE
Aggregate Bond Index (40 per cent), the MSCI EAFE
Index (18 per cent) and the MSCI Emerging Markets (Free) Index (2 per cent).
The Kingdom's exports to member nations of the European Association of Free Exchange (EAFE
), grouping Switzerland, Iceland and Norway, also markedly soared from JD117,000 in 2009 to JD45.4 million in 2010.
Emg-Markets Emg.Markets Compound Value Small EAFE
Markets Index Growth Index Returns (%) Index Index Index Value (gross) Index 17.51 17.47 13.17 19.66 15.86 13.96 Annual 19.52 20.31 14.98 24.54 19.96 18.03 Average Return (%) Annual 22.29 26.75 20.72 36.53 32.30 31.66 Standard Deciation (%) In US dollars.