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Wednesday, December 30, 2009, 2:14AM ET - U.S. Markets open in 7 hours and 16 minutes. Dow  0.02% Nasdaq  0.12%

GMO Emerging Markets IV (GMEFX)

On Dec 29: 12.14   0.01 (0.08%)

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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 (2005): 39.77% Worst 1 Yr Total Return (2008): -55.11% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMEFX Category Alpha (against Standard Index) 10.82 12.34 Beta (against Standard Index) 1.29 1.29 Mean Annual Return 1.07 0.68 R-squared (against Standard Index) 87 87.47 Standard Deviation 33.03 33.01 Sharpe Ratio 0.13 N/A Treynor Ratio -0.93 N/A 5 Years Statistic GMEFX Category Alpha (against Standard Index) 9.98 9.77 Beta (against Standard Index) 1.33 1.29 Mean Annual Return 13.72 1.39 R-squared (against Standard Index) 85 85.58 Standard Deviation 28.28 27.53 Sharpe Ratio 0.50 N/A Treynor Ratio 8.10 N/A 10 Years Statistic GMEFX Category Alpha (against Standard Index) 12.42 9.46 Beta (against Standard Index) 1.20 1.23 Mean Annual Return 13.67 1.10 R-squared (against Standard Index) 74 77.00 Standard Deviation 25.09 25.24 Sharpe Ratio 0.53 N/A Treynor Ratio 8.97 N/A
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