Finance Home - My Yahoo - Yahoo! - Help

Sunday, December 6, 2009, 4:59PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

GMO Emerging Country Debt III (GMCDX)

On Dec 4: 8.63   0.01 (0.12%)

MORE ON GMCDX

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 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 19.00% Worst 1 Yr Total Return (2008): -33.25% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMCDX Category Alpha (against Standard Index) -5.93 -4.23 Beta (against Standard Index) 2.29 2.21 Mean Annual Return 3.51 0.56 R-squared (against Standard Index) 26 36.23 Standard Deviation 18.28 15.19 Sharpe Ratio 0.16 N/A Treynor Ratio 0.48 N/A 5 Years Statistic GMCDX Category Alpha (against Standard Index) 2.37 1.47 Beta (against Standard Index) 1.95 1.92 Mean Annual Return 8.40 0.70 R-squared (against Standard Index) 23 33.92 Standard Deviation 14.73 12.24 Sharpe Ratio 0.43 N/A Treynor Ratio 2.77 N/A 10 Years Statistic GMCDX Category Alpha (against Standard Index) 8.13 4.30 Beta (against Standard Index) 1.41 1.37 Mean Annual Return 15.81 0.98 R-squared (against Standard Index) 16 21.64 Standard Deviation 13.14 11.33 Sharpe Ratio 0.97 N/A Treynor Ratio 9.08 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center