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    GMO Currency Hedged Intl Bond III (GMHBX)

    8.57 Up 0.01(0.12%) Aug 28

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up18
    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
    Alpha (against Standard Index)4.22-1.19
    Beta (against Standard Index)1.560.88
    Mean Annual Return0.560.02
    R-squared (against Standard Index)69.4937.54
    Standard Deviation5.384.52
    Sharpe Ratio1.240.16
    Treynor Ratio4.330.48
    5 Years
    Alpha (against Standard Index)2.17-0.30
    Beta (against Standard Index)1.520.81
    Mean Annual Return0.590.20
    R-squared (against Standard Index)65.4125.25
    Standard Deviation5.265.40
    Sharpe Ratio1.340.52
    Treynor Ratio4.694.64
    10 Years
    Alpha (against Standard Index)0.55-0.93
    Beta (against Standard Index)0.961.15
    Mean Annual Return0.410.34
    R-squared (against Standard Index)31.6336.85
    Standard Deviation5.516.64
    Sharpe Ratio0.650.48
    Treynor Ratio3.762.77