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Parametric Tax-Managed Intl Eq Inv (ETIGX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
12.47-0.04 (-0.32%)
At close: 06:46PM EDT

Risk Overview

Morningstar Risk Rating★★
Number of Years Up17
Number of Years Down8
Best 1 Yr Total Return (Mar 26, 2024)24.81%
Worst 1 Yr Total Return (Mar 26, 2024)N/A

Risk Statistics

3 Years
ETIGXCategory Average
5 Years
ETIGXCategory Average
10 Years
ETIGXCategory Average
Alpha
0.28-0.01
-0.62-0.01
-0.060.01
BETA
1.010.01
0.990.01
0.940.01
Mean Annual Return
0.240.01
0.510.01
0.40.01
R-squared
95.530.95
95.680.94
94.40.93
Standard Deviation
16.880.18
17.750.15
14.550.15
Sharpe Ratio
0.010
0.230.01
0.230
Treynor Ratio
-1.290.07
2.620.09
2.450.05