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GMO International Bond III (GMIBX)
On
Feb 9
:
6.57
0.02
(0.31%)
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
1
Number of Years Down:
0
Best 1 Yr Total Return
(2009)
:
19.80%
Worst 1 Yr Total Return
(2009)
:
19.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GMIBX
Category
Alpha (against Standard Index)
-6.09
-1.49
Beta (against Standard Index)
1.58
1.45
Mean Annual Return
2.33
0.59
R-squared (against Standard Index)
30
50.86
Standard Deviation
12.13
8.78
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.22
N/A
5 Years
Statistic
GMIBX
Category
Alpha (against Standard Index)
-4.06
-1.09
Beta (against Standard Index)
1.35
1.28
Mean Annual Return
1.35
0.39
R-squared (against Standard Index)
26
46.47
Standard Deviation
10.01
7.31
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-1.16
N/A
10 Years
Statistic
GMIBX
Category
Alpha (against Standard Index)
-1.46
-0.11
Beta (against Standard Index)
1.41
1.06
Mean Annual Return
6.09
0.54
R-squared (against Standard Index)
28
39.66
Standard Deviation
9.97
6.72
Sharpe Ratio
0.36
N/A
Treynor Ratio
2.32
N/A
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