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Saturday, December 5, 2009, 12:18AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

GMO Emerging Countries M (GECMX)

On Dec 4: 9.68   0.05 (0.52%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 37.38% Worst 1 Yr Total Return (2008): -55.12% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GECMX Category Alpha (against Standard Index) 11.35 12.35 Beta (against Standard Index) 1.29 1.29 Mean Annual Return 1.86 0.71 R-squared (against Standard Index) 86 87.52 Standard Deviation 33.31 33.07 Sharpe Ratio 0.15 N/A Treynor Ratio -0.43 N/A 5 Years Statistic GECMX Category Alpha (against Standard Index) 8.74 9.15 Beta (against Standard Index) 1.32 1.29 Mean Annual Return 13.67 1.44 R-squared (against Standard Index) 85 85.78 Standard Deviation 28.44 27.65 Sharpe Ratio 0.50 N/A Treynor Ratio 8.05 N/A 10 Years Statistic GECMX Category Alpha (against Standard Index) 11.40 9.81 Beta (against Standard Index) 1.23 1.23 Mean Annual Return 12.59 1.14 R-squared (against Standard Index) 75 76.71 Standard Deviation 25.53 25.41 Sharpe Ratio 0.48 N/A Treynor Ratio 7.84 N/A
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