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Sunday, December 27, 2009, 12:48AM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

GMO Emerging Countries III (GMCEX)

On Dec 24: 9.67   0.10 (1.04%)

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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 (2007): 37.78% Worst 1 Yr Total Return (2008): -54.93% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMCEX Category Alpha (against Standard Index) 10.93 12.34 Beta (against Standard Index) 1.29 1.29 Mean Annual Return 1.08 0.68 R-squared (against Standard Index) 87 87.47 Standard Deviation 33.23 33.01 Sharpe Ratio 0.14 N/A Treynor Ratio -0.92 N/A 5 Years Statistic GMCEX Category Alpha (against Standard Index) 9.26 9.77 Beta (against Standard Index) 1.33 1.29 Mean Annual Return 12.90 1.39 R-squared (against Standard Index) 85 85.58 Standard Deviation 28.33 27.53 Sharpe Ratio 0.47 N/A Treynor Ratio 7.46 N/A 10 Years Statistic GMCEX Category Alpha (against Standard Index) 11.44 9.46 Beta (against Standard Index) 1.23 1.23 Mean Annual Return 12.46 1.10 R-squared (against Standard Index) 75 77.00 Standard Deviation 25.48 25.24 Sharpe Ratio 0.48 N/A Treynor Ratio 7.78 N/A
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