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    GMO Emerging Country Debt IV (GMDFX)

    9.53 Up 0.05(0.53%) Apr 1

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up14
    Number of Years Down2
    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)4.87-2.98
    Beta (against Standard Index)1.041.23
    Mean Annual Return0.640.03
    R-squared (against Standard Index)12.5317.89
    Standard Deviation8.598.74
    Sharpe Ratio0.890.11
    Treynor Ratio7.300.94
    5 Years
    Alpha (against Standard Index)8.140.99
    Beta (against Standard Index)0.920.96
    Mean Annual Return1.000.42
    R-squared (against Standard Index)7.1210.56
    Standard Deviation9.668.95
    Sharpe Ratio1.240.61
    Treynor Ratio13.255.16
    10 Years
    Alpha (against Standard Index)3.890.30
    Beta (against Standard Index)1.531.57
    Mean Annual Return0.870.58
    R-squared (against Standard Index)17.1225.64
    Standard Deviation12.3310.50
    Sharpe Ratio0.730.53
    Treynor Ratio5.613.28