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GMO Foreign II (GMFRX)

On Jan 5: 12.07   0.02 (0.17%)

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Risk  As of 30-Nov-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): 26.97% Worst 1 Yr Total Return (2008): -39.85% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMFRX Category Alpha (against Standard Index) -1.50 -0.21 Beta (against Standard Index) 0.93 1.01 Mean Annual Return -6.31 -0.25 R-squared (against Standard Index) 97 95.18 Standard Deviation 22.67 24.76 Sharpe Ratio -0.27 N/A Treynor Ratio -9.20 N/A 5 Years Statistic GMFRX Category Alpha (against Standard Index) -0.34 -0.52 Beta (against Standard Index) 0.94 1.00 Mean Annual Return 3.79 0.46 R-squared (against Standard Index) 97 94.69 Standard Deviation 18.83 20.25 Sharpe Ratio 0.14 N/A Treynor Ratio 0.85 N/A 10 Years Statistic GMFRX Category Alpha (against Standard Index) 3.13 2.00 Beta (against Standard Index) 0.90 0.98 Mean Annual Return 5.31 0.46 R-squared (against Standard Index) 94 92.23 Standard Deviation 16.71 18.46 Sharpe Ratio 0.22 N/A Treynor Ratio 2.65 N/A
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