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T. Rowe Price Emerging Markets Bond (PREMX)

13.14 Down 0.11(0.83%) 19 Jun


Risk as of 28-Feb-2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up16
Number of Years Down2
Best 1 Yr Total Return(31-Dec-2009):34.95%
Worst 1 Yr Total Return(31-Dec-1998):-23.09%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPREMXCategory
Alpha (against Standard Index)9.237.42
Beta (against Standard Index)0.260.40
Mean Annual Return0.890.80
R-squared (against Standard Index)0.582.72
Standard Deviation8.248.77
Sharpe Ratio1.281.17
Treynor Ratio41.73-43.72
5 Years
StatisticPREMXCategory
Alpha (against Standard Index)0.42-1.22
Beta (against Standard Index)1.681.97
Mean Annual Return0.780.80
R-squared (against Standard Index)23.3427.72
Standard Deviation12.3913.58
Sharpe Ratio0.730.70
Treynor Ratio5.134.52
10 Years
StatisticPREMXCategory
Alpha (against Standard Index)5.183.30
Beta (against Standard Index)1.401.58
Mean Annual Return0.950.85
R-squared (against Standard Index)24.9730.24
Standard Deviation10.1110.50
Sharpe Ratio0.960.81
Treynor Ratio6.965.36