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GMO Emerging Country Debt IV (GMDFX)

9.30 Down 0.04(0.43%) May 3

Risk as of Mar 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up14
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):50.32%
Worst 1 Yr Total Return(Dec 30, 2008):-33.28%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)0.65-5.95
Beta (against Standard Index)1.091.33
Mean Annual Return0.28-0.22
R-squared (against Standard Index)14.6320.30
Standard Deviation8.539.07
Sharpe Ratio0.39-0.23
Treynor Ratio2.76-1.91
5 Years
Alpha (against Standard Index)4.79-1.79
Beta (against Standard Index)0.830.99
Mean Annual Return0.660.16
R-squared (against Standard Index)6.659.38
Standard Deviation8.939.36
Sharpe Ratio0.880.27
Treynor Ratio9.281.94
10 Years
Alpha (against Standard Index)2.11-0.95
Beta (against Standard Index)1.561.64
Mean Annual Return0.760.52
R-squared (against Standard Index)16.3625.10
Standard Deviation12.3810.60
Sharpe Ratio0.640.50
Treynor Ratio4.812.96