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GMO Currency Hedged Intl Bond III (GMHBX)

9.56 Up 0.03(0.31%) Sep 19

Risk as of Aug 30, 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)3.890.10
Beta (against Standard Index)1.550.96
Mean Annual Return0.700.24
R-squared (against Standard Index)66.9031.67
Standard Deviation4.995.16
Sharpe Ratio1.660.69
Treynor Ratio5.483.37
5 Years
StatisticGMHBXCategory
Alpha (against Standard Index)3.100.89
Beta (against Standard Index)1.360.93
Mean Annual Return0.760.42
R-squared (against Standard Index)63.5927.70
Standard Deviation4.785.73
Sharpe Ratio1.881.00
Treynor Ratio6.8412.31
10 Years
StatisticGMHBXCategory
Alpha (against Standard Index)1.180.14
Beta (against Standard Index)0.871.12
Mean Annual Return0.450.43
R-squared (against Standard Index)28.4435.17
Standard Deviation5.226.57
Sharpe Ratio0.720.60
Treynor Ratio4.453.58