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GMO Global Bond III (GMGBX)

On Dec 7: 7.64   0.03 (0.39%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 12.29% Worst 1 Yr Total Return (2008): -15.70% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMGBX Category Alpha (against Standard Index) -3.94 -1.14 Beta (against Standard Index) 1.18 1.47 Mean Annual Return 2.51 0.58 R-squared (against Standard Index) 22 50.46 Standard Deviation 10.16 8.81 Sharpe Ratio 0.06 N/A Treynor Ratio 0.08 N/A 5 Years Statistic GMGBX Category Alpha (against Standard Index) -1.82 -0.18 Beta (against Standard Index) 0.94 1.21 Mean Annual Return 2.74 0.44 R-squared (against Standard Index) 16 39.58 Standard Deviation 8.53 7.42 Sharpe Ratio 0.01 N/A Treynor Ratio -0.30 N/A 10 Years Statistic GMGBX Category Alpha (against Standard Index) -1.27 -0.04 Beta (against Standard Index) 1.28 1.06 Mean Annual Return 5.64 0.53 R-squared (against Standard Index) 31 39.24 Standard Deviation 8.58 6.67 Sharpe Ratio 0.34 N/A Treynor Ratio 2.08 N/A
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