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Parametric Emerging Markets Investor (EAEMX)

12.13 Up 0.10(0.83%) May 25

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up5
Number of Years Down4
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
Alpha (against Standard Index)-4.01-4.36
Beta (against Standard Index)0.981.01
Mean Annual Return-0.26-0.29
R-squared (against Standard Index)82.1477.20
Standard Deviation14.6115.48
Sharpe Ratio-0.22-0.23
Treynor Ratio-4.26-4.56
5 Years
Alpha (against Standard Index)-3.74-3.95
Beta (against Standard Index)1.001.04
Mean Annual Return-0.22-0.24
R-squared (against Standard Index)87.9283.21
Standard Deviation16.6217.84
Sharpe Ratio-0.16-0.16
Treynor Ratio-4.02-4.11
10 Years
Alpha (against Standard Index)N/A0.70
Beta (against Standard Index)N/A1.13
Mean Annual ReturnN/A0.38
R-squared (against Standard Index)N/A87.85
Standard DeviationN/A23.13
Sharpe RatioN/A0.16
Treynor RatioN/A0.81