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GMO Alpha Only IV (GAPOX)

On Feb 9: 4.96   0.00 (0.00%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 2 Number of Years Down: 1 Best 1 Yr Total Return (2008): 12.16% Worst 1 Yr Total Return (2009): -7.93% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GAPOX Category Alpha (against Standard Index) -0.69 0.54 Beta (against Standard Index) 1.76 -3.09 Mean Annual Return 3.46 -0.13 R-squared (against Standard Index) 2 5.15 Standard Deviation 5.78 10.49 Sharpe Ratio 0.28 N/A Treynor Ratio 0.84 N/A 5 Years Statistic GAPOX Category Alpha (against Standard Index) -0.30 2.57 Beta (against Standard Index) 1.57 -4.13 Mean Annual Return 3.73 0.19 R-squared (against Standard Index) 2 4.87 Standard Deviation 4.56 9.31 Sharpe Ratio 0.20 N/A Treynor Ratio 0.52 N/A 10 Years Statistic GAPOX Category Alpha (against Standard Index) 3.60 2.63 Beta (against Standard Index) 0.44 -2.66 Mean Annual Return 6.73 0.33 R-squared (against Standard Index) 0 1.86 Standard Deviation 4.89 8.15 Sharpe Ratio 0.81 N/A Treynor Ratio 8.98 N/A
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