Finance Home - My Yahoo - Yahoo! - Help

Monday, December 7, 2009, 4:47PM ET - U.S. Markets Closed. Dow  0.01% Nasdaq  0.22%

GMO Domestic Bond III (GMDBX)

On Dec 4: 6.31   0.00 (0.00%)

MORE ON GMDBX

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: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 4.96% Worst 1 Yr Total Return (2008): -8.61% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMDBX Category Alpha (against Standard Index) -1.77 -1.72 Beta (against Standard Index) 0.97 1.02 Mean Annual Return 4.25 0.39 R-squared (against Standard Index) 42 59.27 Standard Deviation 6.03 5.93 Sharpe Ratio 0.32 N/A Treynor Ratio 1.90 N/A 5 Years Statistic GMDBX Category Alpha (against Standard Index) -1.10 -1.05 Beta (against Standard Index) 0.96 0.98 Mean Annual Return 3.76 0.33 R-squared (against Standard Index) 49 61.87 Standard Deviation 4.99 4.88 Sharpe Ratio 0.17 N/A Treynor Ratio 0.77 N/A 10 Years Statistic GMDBX Category Alpha (against Standard Index) -0.61 -0.65 Beta (against Standard Index) 1.10 0.96 Mean Annual Return 5.96 0.45 R-squared (against Standard Index) 70 71.12 Standard Deviation 4.99 4.47 Sharpe Ratio 0.60 N/A Treynor Ratio 2.71 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center