Australia markets closed

Parametric International Equity I (EIISX)

Nasdaq - Nasdaq Delayed price. Currency in USD
Add to watchlist
14.87+0.13 (+0.88%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up9
Number of years down4
Best 1-yr total return (4 July 2024)25.71%
Worst 1-yr total return (4 July 2024)N/A

Risk statistics

3 years
EIISXCategory average
5 years
EIISXCategory average
10 years
EIISXCategory average
Alpha
-0.02-0.01
-0.57-0.01
0.560.01
BETA
1.020.01
1.020.01
0.970.01
Mean annual return
0.140.01
0.530.01
0.450.01
R-squared
94.350.95
95.290.94
94.270.93
Standard deviation
17.10.18
18.040.15
14.940.15
Sharpe ratio
-0.10
0.230.01
0.250
Treynor ratio
-3.090.07
2.540.09
2.80.05