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GMO Foreign M (GMFMX)

On Dec 8: 11.92   0.19 (1.57%)

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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): 26.77% Worst 1 Yr Total Return (2008): -40.01% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMFMX Category Alpha (against Standard Index) -2.11 -0.42 Beta (against Standard Index) 0.93 1.00 Mean Annual Return -6.58 -0.24 R-squared (against Standard Index) 97 95.20 Standard Deviation 22.65 24.69 Sharpe Ratio -0.29 N/A Treynor Ratio -9.66 N/A 5 Years Statistic GMFMX Category Alpha (against Standard Index) -0.83 -0.74 Beta (against Standard Index) 0.94 1.00 Mean Annual Return 4.19 0.52 R-squared (against Standard Index) 97 94.71 Standard Deviation 18.96 20.34 Sharpe Ratio 0.16 N/A Treynor Ratio 1.24 N/A 10 Years Statistic GMFMX Category Alpha (against Standard Index) 2.77 2.15 Beta (against Standard Index) 0.90 0.98 Mean Annual Return 5.07 0.49 R-squared (against Standard Index) 94 91.79 Standard Deviation 16.68 18.42 Sharpe Ratio 0.21 N/A Treynor Ratio 2.34 N/A
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