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Tuesday, December 8, 2009, 5:21PM ET - U.S. Markets Closed. Dow  1.00% Nasdaq  0.76%

GMO Global Equity Allocation (GMGEX)

On Dec 7: 7.80   0.05 (0.64%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 16.57% Worst 1 Yr Total Return (2008): -33.09% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMGEX Category Alpha (against Standard Index) -0.83 -0.56 Beta (against Standard Index) 0.72 0.91 Mean Annual Return -3.47 -0.21 R-squared (against Standard Index) 94 90.41 Standard Deviation 17.89 22.89 Sharpe Ratio -0.24 N/A Treynor Ratio -8.14 N/A 5 Years Statistic GMGEX Category Alpha (against Standard Index) -0.81 -1.40 Beta (against Standard Index) 0.73 0.90 Mean Annual Return 4.03 0.44 R-squared (against Standard Index) 92 89.02 Standard Deviation 15.02 19.07 Sharpe Ratio 0.14 N/A Treynor Ratio 1.39 N/A 10 Years Statistic GMGEX Category Alpha (against Standard Index) 3.88 0.66 Beta (against Standard Index) 0.71 0.93 Mean Annual Return 6.58 0.36 R-squared (against Standard Index) 88 79.68 Standard Deviation 13.72 19.07 Sharpe Ratio 0.32 N/A Treynor Ratio 5.06 N/A
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