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Sunday, December 20, 2009, 2:26AM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

GMO International Growth Equity IV (GMGFX)

On Dec 18: 20.19   0.19 (0.93%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 1 Number of Years Down: 1 Best 1 Yr Total Return (2007): 13.95% Worst 1 Yr Total Return (2008): -36.67% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMGFX Category Alpha (against Standard Index) 0.83 0.11 Beta (against Standard Index) 0.84 1.02 Mean Annual Return -3.28 -0.23 R-squared (against Standard Index) 93 95.97 Standard Deviation 20.90 24.84 Sharpe Ratio -0.16 N/A Treynor Ratio -6.60 N/A 5 Years Statistic GMGFX Category Alpha (against Standard Index) 0.93 0.08 Beta (against Standard Index) 0.87 1.01 Mean Annual Return 5.08 0.51 R-squared (against Standard Index) 92 95.66 Standard Deviation 17.75 20.38 Sharpe Ratio 0.20 N/A Treynor Ratio 2.41 N/A 10 Years Statistic GMGFX Category Alpha (against Standard Index) N/A -0.14 Beta (against Standard Index) N/A 1.01 Mean Annual Return N/A 0.28 R-squared (against Standard Index) N/A 92.61 Standard Deviation N/A 18.91 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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