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GMO Foreign Small Companies III (GMFSX)

On Dec 8: 11.16   0.18 (1.59%)

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Risk  As of 31-Oct-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 (2006): 35.83% Worst 1 Yr Total Return (2008): -44.68% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMFSX Category Alpha (against Standard Index) 2.98 1.33 Beta (against Standard Index) 1.09 1.08 Mean Annual Return -3.49 -0.13 R-squared (against Standard Index) 94 92.55 Standard Deviation 26.90 27.04 Sharpe Ratio -0.09 N/A Treynor Ratio -5.41 N/A 5 Years Statistic GMFSX Category Alpha (against Standard Index) 3.54 0.73 Beta (against Standard Index) 1.09 1.08 Mean Annual Return 8.70 0.67 R-squared (against Standard Index) 94 91.65 Standard Deviation 22.26 22.38 Sharpe Ratio 0.36 N/A Treynor Ratio 5.21 N/A 10 Years Statistic GMFSX Category Alpha (against Standard Index) 8.49 5.32 Beta (against Standard Index) 0.96 1.02 Mean Annual Return 10.90 0.75 R-squared (against Standard Index) 86 78.55 Standard Deviation 18.51 20.91 Sharpe Ratio 0.50 N/A Treynor Ratio 8.29 N/A
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