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T. Rowe Price Emerging Markets Stock (PRMSX)
On
Nov 27
:
29.26
1.01
(3.34%)
MORE ON PRMSX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
42.92%
Worst 1 Yr Total Return
(2008)
:
-60.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRMSX
Category
Alpha (against Standard Index)
13.99
12.35
Beta (against Standard Index)
1.44
1.29
Mean Annual Return
2.42
0.71
R-squared (against Standard Index)
87
87.52
Standard Deviation
37.10
33.07
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.00
N/A
5 Years
Statistic
PRMSX
Category
Alpha (against Standard Index)
10.34
9.15
Beta (against Standard Index)
1.46
1.29
Mean Annual Return
15.07
1.44
R-squared (against Standard Index)
85
85.78
Standard Deviation
31.34
27.65
Sharpe Ratio
0.52
N/A
Treynor Ratio
8.27
N/A
10 Years
Statistic
PRMSX
Category
Alpha (against Standard Index)
11.50
9.81
Beta (against Standard Index)
1.38
1.23
Mean Annual Return
12.06
1.14
R-squared (against Standard Index)
78
76.71
Standard Deviation
28.10
25.41
Sharpe Ratio
0.45
N/A
Treynor Ratio
6.60
N/A
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