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GMO Emerging Country Debt IV (GMDFX)

On Dec 24: 8.21   0.00 (0.00%)

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Risk  As of 30-Nov-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 (2004): 19.06% Worst 1 Yr Total Return (2008): -33.28% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMDFX Category Alpha (against Standard Index) -6.33 -4.50 Beta (against Standard Index) 2.25 2.19 Mean Annual Return 3.25 0.55 R-squared (against Standard Index) 26 36.04 Standard Deviation 18.27 15.18 Sharpe Ratio 0.15 N/A Treynor Ratio 0.43 N/A 5 Years Statistic GMDFX Category Alpha (against Standard Index) 1.41 0.49 Beta (against Standard Index) 1.96 1.95 Mean Annual Return 8.32 0.69 R-squared (against Standard Index) 24 35.07 Standard Deviation 14.71 12.20 Sharpe Ratio 0.43 N/A Treynor Ratio 2.72 N/A 10 Years Statistic GMDFX Category Alpha (against Standard Index) 7.58 3.95 Beta (against Standard Index) 1.41 1.38 Mean Annual Return 15.43 0.97 R-squared (against Standard Index) 16 21.93 Standard Deviation 13.08 11.30 Sharpe Ratio 0.95 N/A Treynor Ratio 8.85 N/A
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