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    Parametric Emerging Markets Investor (EAEMX)

    14.26 Up 0.02(0.14%) Dec 24

    Risk as of Nov 29, 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)-3.56-4.44
    Beta (against Standard Index)0.981.02
    Mean Annual Return0.550.51
    R-squared (against Standard Index)85.6478.89
    Standard Deviation13.5914.69
    Sharpe Ratio0.480.43
    Treynor Ratio5.865.48
    5 Years
    StatisticEAEMXCategory
    Alpha (against Standard Index)-0.86-1.83
    Beta (against Standard Index)0.961.01
    Mean Annual Return0.480.42
    R-squared (against Standard Index)88.1682.95
    Standard Deviation16.7518.23
    Sharpe Ratio0.340.28
    Treynor Ratio4.503.60
    10 Years
    StatisticEAEMXCategory
    Alpha (against Standard Index)N/A2.62
    Beta (against Standard Index)N/A1.16
    Mean Annual ReturnN/A0.93
    R-squared (against Standard Index)N/A88.09
    Standard DeviationN/A23.21
    Sharpe RatioN/A0.42
    Treynor RatioN/A6.33