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Tuesday, January 5, 2010, 10:50PM ET - U.S. Markets Closed. Dow  0.11% Nasdaq  0.01%

GMO International Bond III (GMIBX)

On Jan 5: 6.52   0.02 (0.31%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 14.52% Worst 1 Yr Total Return (2008): -15.78% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMIBX Category Alpha (against Standard Index) -4.68 -1.26 Beta (against Standard Index) 1.49 1.48 Mean Annual Return 2.94 0.58 R-squared (against Standard Index) 27 50.87 Standard Deviation 11.68 8.83 Sharpe Ratio 0.11 N/A Treynor Ratio 0.45 N/A 5 Years Statistic GMIBX Category Alpha (against Standard Index) -3.40 -1.05 Beta (against Standard Index) 1.28 1.29 Mean Annual Return 2.26 0.42 R-squared (against Standard Index) 23 44.83 Standard Deviation 9.74 7.36 Sharpe Ratio -0.03 N/A Treynor Ratio -0.57 N/A 10 Years Statistic GMIBX Category Alpha (against Standard Index) -1.09 0.03 Beta (against Standard Index) 1.38 1.06 Mean Annual Return 6.22 0.55 R-squared (against Standard Index) 27 39.47 Standard Deviation 9.85 6.68 Sharpe Ratio 0.37 N/A Treynor Ratio 2.40 N/A
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