Finance Home - My Yahoo - Yahoo! - Help

Thursday, January 7, 2010, 10:32AM ET - U.S. Markets close in 5 hours and 28 minutes. Dow  0.27% Nasdaq  0.50%

GMO International Equity Allc III (GIEAX)

On Jan 6: 9.67   0.04 (0.42%)

MORE ON GIEAX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-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 (2006): 25.92% Worst 1 Yr Total Return (2008): -41.39% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GIEAX Category Alpha (against Standard Index) 1.84 -0.21 Beta (against Standard Index) 0.98 1.01 Mean Annual Return -3.61 -0.25 R-squared (against Standard Index) 96 95.18 Standard Deviation 23.84 24.76 Sharpe Ratio -0.13 N/A Treynor Ratio -6.02 N/A 5 Years Statistic GIEAX Category Alpha (against Standard Index) 2.15 -0.52 Beta (against Standard Index) 1.00 1.00 Mean Annual Return 6.32 0.46 R-squared (against Standard Index) 96 94.69 Standard Deviation 20.03 20.25 Sharpe Ratio 0.26 N/A Treynor Ratio 3.33 N/A 10 Years Statistic GIEAX Category Alpha (against Standard Index) 6.10 2.00 Beta (against Standard Index) 0.92 0.98 Mean Annual Return 8.35 0.46 R-squared (against Standard Index) 91 92.23 Standard Deviation 17.35 18.46 Sharpe Ratio 0.39 N/A Treynor Ratio 5.90 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center