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Parametric International Equity R (ERISX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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14.33-0.03 (-0.21%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up6
Number of years down2
Best 1-yr total return (27 Jun 2024)25.17%
Worst 1-yr total return (27 Jun 2024)N/A

Risk statistics

3 years
ERISXCategory average
5 years
ERISXCategory average
10 years
ERISXCategory average
Alpha
0.04-0.01
-0.67-0.01
0.260.01
BETA
1.020.01
1.020.01
0.960.01
Mean annual return
0.130.01
0.630.01
0.430.01
R-squared
95.230.95
95.840.94
94.560.93
Standard deviation
17.070.18
18.120.15
14.890.15
Sharpe ratio
-0.10
0.290.01
0.250
Treynor ratio
-3.050.07
3.760.09
2.720.05