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Parametric Emerging Markets Investor (EAEMX)

15.35 Up 0.18(1.19%) Nov 21

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up5
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):67.38%
Worst 1 Yr Total Return(Dec 30, 2008):-51.76%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEAEMXCategory
Alpha (against Standard Index)-2.00-3.08
Beta (against Standard Index)0.961.00
Mean Annual Return0.510.44
R-squared (against Standard Index)86.7078.81
Standard Deviation13.7214.89
Sharpe Ratio0.440.37
Treynor Ratio5.414.69
5 Years
StatisticEAEMXCategory
Alpha (against Standard Index)-0.13-1.09
Beta (against Standard Index)0.961.02
Mean Annual Return0.570.52
R-squared (against Standard Index)88.6882.90
Standard Deviation16.7618.35
Sharpe Ratio0.400.35
Treynor Ratio5.744.79
10 Years
StatisticEAEMXCategory
Alpha (against Standard Index)N/A2.80
Beta (against Standard Index)N/A1.16
Mean Annual ReturnN/A1.01
R-squared (against Standard Index)N/A88.25
Standard DeviationN/A23.34
Sharpe RatioN/A0.46
Treynor RatioN/A7.12