Parametric Tax-Managed Emerging Markets Fund

Class Inst (EITEX)
Scorecard
5 / 5 Stars
Lipper
5 5 2 4 5
Zacks Investment Research
4 (Sell)
Standard & Poor's
5 / 5 Stars
TheStreet.com
E+ (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.49
Mean 0.19
Sharpe Ratio 0.13
Bear Market Decile Rank 28

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI EM NR USD
R-Squared 90.03 95.75
Beta 0.98 0.87
Alpha -2.97 2.34