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Saturday, December 26, 2009, 7:41AM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

GMO Alpha Only III (GGHEX)

On Dec 24: 4.96   0.01 (0.20%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2008): 12.08% Worst 1 Yr Total Return (2004): 2.64% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GGHEX Category Alpha (against Standard Index) -0.13 1.21 Beta (against Standard Index) 1.58 -3.35 Mean Annual Return 4.09 -0.08 R-squared (against Standard Index) 2 5.48 Standard Deviation 5.74 10.53 Sharpe Ratio 0.34 N/A Treynor Ratio 1.16 N/A 5 Years Statistic GGHEX Category Alpha (against Standard Index) 0.06 2.47 Beta (against Standard Index) 1.44 -4.10 Mean Annual Return 4.06 0.20 R-squared (against Standard Index) 2 4.85 Standard Deviation 4.53 9.26 Sharpe Ratio 0.25 N/A Treynor Ratio 0.74 N/A 10 Years Statistic GGHEX Category Alpha (against Standard Index) 3.81 2.77 Beta (against Standard Index) 0.31 -2.54 Mean Annual Return 6.98 0.35 R-squared (against Standard Index) 0 1.71 Standard Deviation 4.88 8.34 Sharpe Ratio 0.84 N/A Treynor Ratio 12.93 N/A
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