Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/15/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EIEMX (PARAMETRIC EMERGING MARKETS FUND PARAMETRIC EMERGING MARKETS FUND INSTITUTIONAL CLASS) | 9.02% | 4.60% | 7.16% | 9.71% | 2.45% | 3.02% | NA | 4.19% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EIEMX (PARAMETRIC EMERGING MARKETS FUND PARAMETRIC EMERGING MARKETS FUND INSTITUTIONAL CLASS) | 07/03/2006 | 05/15/2025 |
The return data shown below all have the same latest date: 05/15/2025.
AR inception is since 07/03/2006.
AR inception is since 07/03/2006.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.35 | 4.60 | 7.16 | 9.71 | 2.45 | 3.02 | NA | 4.19 | 9.02 | 2.27 | 9.75 | -11.03 | 4.49 | 2.77 | 12.65 | -13.80 | 27.35 | 12.27 | -16.40 | -3.82 | 1.00 | 19.64 | -19.15 | 22.14 | 67.84 | -51.62 | 36.24 | 21.46 |
| Sharpe Ratio | NA | -0.22 | 0.17 | 0.50 | 0.04 | NA | NA | 0.15 | 1.15 | -0.42 | 0.59 | -0.82 | 0.41 | 0.09 | 1.19 | -1.25 | 3.73 | 0.83 | -1.14 | -0.36 | 0.08 | 1.48 | -0.91 | 1.25 | 2.45 | -1.34 | 1.85 | 3.87 |
| Standard Deviation(%) | NA | 12.35 | 11.57 | 12.29 | 14.11 | NA | NA | 17.76 | 14.49 | 10.25 | 9.45 | 15.13 | 10.90 | 26.70 | 9.49 | 12.16 | 7.20 | 14.60 | 14.44 | 10.65 | 11.53 | 13.31 | 21.04 | 17.70 | 27.63 | 39.18 | 18.05 | 11.51 |
| Draw Down(%) | NA | 14.47 | 14.47 | 25.20 | 43.90 | NA | NA | 62.60 | 10.77 | 9.34 | 10.92 | 22.77 | 8.58 | 38.33 | 8.53 | 22.26 | 2.82 | 11.26 | 24.12 | 18.12 | 13.20 | 14.74 | 26.68 | 15.48 | 23.68 | 59.84 | 14.27 | 6.40 |
| Yield(%) | 0.00 | 0.00 | 2.52 | 2.85 | 2.08 | 2.13 | 2.28 | 2.54 | 0.00 | 0.00 | 3.16 | 3.97 | 1.96 | 1.55 | 3.01 | 2.12 | 3.19 | 2.01 | 1.46 | 2.05 | 1.49 | 1.71 | 0.97 | 1.35 | 1.43 | 0.76 | 1.61 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIEMX (PARAMETRIC EMERGING MARKETS FUND PARAMETRIC EMERGING MARKETS FUND INSTITUTIONAL CLASS) |
-8.80%
Jan 2013 - Jan 2016 |
-5.09%
Jan 2011 - Jan 2016 |
-1.32%
Mar 2010 - Mar 2020 |
-0.69%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIEMX (PARAMETRIC EMERGING MARKETS FUND PARAMETRIC EMERGING MARKETS FUND INSTITUTIONAL CLASS) |
31.93%
Feb 2009 - Feb 2012 |
18.51%
Feb 2009 - Feb 2014 |
9.73%
Feb 2009 - Feb 2019 |
7.09%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart