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GMO Foreign IV (GMFFX)

On Dec 7: 12.41   0.10 (0.80%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 27.12% Worst 1 Yr Total Return (2008): -39.76% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMFFX Category Alpha (against Standard Index) -1.80 -0.42 Beta (against Standard Index) 0.93 1.00 Mean Annual Return -6.28 -0.24 R-squared (against Standard Index) 97 95.20 Standard Deviation 22.65 24.69 Sharpe Ratio -0.28 N/A Treynor Ratio -9.34 N/A 5 Years Statistic GMFFX Category Alpha (against Standard Index) -0.49 -0.74 Beta (against Standard Index) 0.94 1.00 Mean Annual Return 4.54 0.52 R-squared (against Standard Index) 97 94.71 Standard Deviation 18.97 20.34 Sharpe Ratio 0.17 N/A Treynor Ratio 1.61 N/A 10 Years Statistic GMFFX Category Alpha (against Standard Index) 3.14 2.15 Beta (against Standard Index) 0.90 0.98 Mean Annual Return 5.46 0.49 R-squared (against Standard Index) 94 91.79 Standard Deviation 16.70 18.42 Sharpe Ratio 0.23 N/A Treynor Ratio 2.76 N/A
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