Dow Down0.22% Nasdaq Up0.14%

T. Rowe Price Emerging Markets Stock (PRMSX)

35.78 Down 0.01(0.03%) Aug 22

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up11
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 1999):87.44%
Worst 1 Yr Total Return(Dec 30, 2008):-60.54%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPRMSXCategory
Alpha (against Standard Index)-5.69-5.47
Beta (against Standard Index)1.111.08
Mean Annual Return0.180.18
R-squared (against Standard Index)86.6486.60
Standard Deviation19.7019.12
Sharpe Ratio0.100.12
Treynor Ratio0.140.60
5 Years
StatisticPRMSXCategory
Alpha (against Standard Index)-1.61-1.60
Beta (against Standard Index)1.061.02
Mean Annual Return0.740.70
R-squared (against Standard Index)81.8082.40
Standard Deviation19.3018.46
Sharpe Ratio0.450.46
Treynor Ratio6.737.00
10 Years
StatisticPRMSXCategory
Alpha (against Standard Index)2.682.83
Beta (against Standard Index)1.281.16
Mean Annual Return1.201.13
R-squared (against Standard Index)87.2688.19
Standard Deviation25.8123.24
Sharpe Ratio0.500.52
Treynor Ratio7.788.52