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GMO Currency Hedged Intl Bond III (GMHBX)

9.67 Up 0.03(0.31%) Oct 30

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up17
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):18.81%
Worst 1 Yr Total Return(Dec 30, 2008):-13.56%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGMHBXCategory
Alpha (against Standard Index)4.410.51
Beta (against Standard Index)1.521.12
Mean Annual Return0.670.27
R-squared (against Standard Index)66.0441.91
Standard Deviation5.004.95
Sharpe Ratio1.610.76
Treynor Ratio5.393.23
5 Years
StatisticGMHBXCategory
Alpha (against Standard Index)3.300.22
Beta (against Standard Index)1.320.94
Mean Annual Return0.720.34
R-squared (against Standard Index)62.5828.01
Standard Deviation4.745.76
Sharpe Ratio1.810.83
Treynor Ratio6.6748.02
10 Years
StatisticGMHBXCategory
Alpha (against Standard Index)1.21-0.09
Beta (against Standard Index)0.861.13
Mean Annual Return0.450.41
R-squared (against Standard Index)28.3235.52
Standard Deviation5.226.62
Sharpe Ratio0.720.56
Treynor Ratio4.423.30