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Parametric Emerging Markets Investor (EAEMX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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14.90+0.06 (+0.40%)
At close: 8:00PM EDT
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Risk Overview

Morningstar Risk Rating★★
Number of Years Up6
Number of Years Down4
Best 1 Yr Total Return (Jul 30, 2017)67.38%
Worst 1 Yr Total Return (Jul 30, 2017)-51.76%

Risk Statistics

3 Years
EAEMXCategory Average
5 Years
EAEMXCategory Average
10 Years
EAEMXCategory Average
Alpha
-2.5-0
-3.46-0.03
0.050.01
Beta
10.01
0.980.01
1.070.01
Mean Annual Return
0.050
0.370
0.30
R-squared
78.240.71
78.590.71
90.650.87
Standard Deviation
14.210.15
12.870.14
21.530.23
Sharpe Ratio
0.020
0.330
0.150
Treynor Ratio
-0.660
3.610.04
0.760.01