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GMO Strategic Fixed Income III (GFITX)

On Dec 16: 16.12   0.02 (0.12%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 0 Number of Years Down: 2 Best 1 Yr Total Return (2007): -0.85% Worst 1 Yr Total Return (2008): -22.21% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GFITX Category Alpha (against Standard Index) -2.89 -2.69 Beta (against Standard Index) 0.15 1.20 Mean Annual Return -0.44 0.37 R-squared (against Standard Index) 0 27.56 Standard Deviation 8.84 10.24 Sharpe Ratio -0.26 N/A Treynor Ratio -18.28 N/A 5 Years Statistic GFITX Category Alpha (against Standard Index) N/A -0.62 Beta (against Standard Index) N/A 1.10 Mean Annual Return N/A 0.42 R-squared (against Standard Index) N/A 26.62 Standard Deviation N/A 8.38 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A 10 Years Statistic GFITX Category Alpha (against Standard Index) N/A 0.51 Beta (against Standard Index) N/A 0.88 Mean Annual Return N/A 0.54 R-squared (against Standard Index) N/A 22.71 Standard Deviation N/A 7.37 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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