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    T. Rowe Price Emerging Markets Stock (PRMSX)

    30.20 Down 0.17(0.56%) May 2

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up12
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2009):85.07%
    Worst 1 Yr Total Return(Dec 30, 2008):-60.54%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPRMSXCategory
    Alpha (against Standard Index)-2.64-4.66
    Beta (against Standard Index)1.071.00
    Mean Annual Return-0.11-0.29
    R-squared (against Standard Index)76.1477.04
    Standard Deviation16.6215.50
    Sharpe Ratio-0.09-0.22
    Treynor Ratio-2.55-4.52
    5 Years
    StatisticPRMSXCategory
    Alpha (against Standard Index)-2.69-3.91
    Beta (against Standard Index)1.081.04
    Mean Annual Return-0.09-0.19
    R-squared (against Standard Index)83.6383.50
    Standard Deviation18.5417.93
    Sharpe Ratio-0.06-0.13
    Treynor Ratio-2.56-3.64
    10 Years
    StatisticPRMSXCategory
    Alpha (against Standard Index)1.441.00
    Beta (against Standard Index)1.241.13
    Mean Annual Return0.490.43
    R-squared (against Standard Index)86.9487.73
    Standard Deviation25.6423.22
    Sharpe Ratio0.190.18
    Treynor Ratio1.211.28