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T. Rowe Price Emerging Markets Bond (PREMX)
On
Nov 27
:
12.51
0.10
(0.79%)
MORE ON PREMX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
17.28%
Worst 1 Yr Total Return
(2008)
:
-17.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PREMX
Category
Alpha (against Standard Index)
-3.59
-4.23
Beta (against Standard Index)
2.08
2.21
Mean Annual Return
5.96
0.56
R-squared (against Standard Index)
36
36.23
Standard Deviation
14.12
15.19
Sharpe Ratio
0.31
N/A
Treynor Ratio
1.70
N/A
5 Years
Statistic
PREMX
Category
Alpha (against Standard Index)
3.33
1.47
Beta (against Standard Index)
1.76
1.92
Mean Annual Return
9.56
0.70
R-squared (against Standard Index)
30
33.92
Standard Deviation
11.68
12.24
Sharpe Ratio
0.59
N/A
Treynor Ratio
3.71
N/A
10 Years
Statistic
PREMX
Category
Alpha (against Standard Index)
5.25
4.30
Beta (against Standard Index)
1.32
1.37
Mean Annual Return
12.55
0.98
R-squared (against Standard Index)
20
21.64
Standard Deviation
11.01
11.33
Sharpe Ratio
0.87
N/A
Treynor Ratio
7.26
N/A
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