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Wednesday, December 30, 2009, 9:13PM ET - U.S. Markets Closed. Dow  0.03% Nasdaq  0.13%

GMO Intl Intrinsic Value II (GMICX)

On Dec 30: 20.47   0.08 (0.39%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 25.23% Worst 1 Yr Total Return (2008): -38.83% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMICX Category Alpha (against Standard Index) -1.60 -0.21 Beta (against Standard Index) 0.95 1.01 Mean Annual Return -6.62 -0.25 R-squared (against Standard Index) 97 95.18 Standard Deviation 23.16 24.76 Sharpe Ratio -0.28 N/A Treynor Ratio -9.32 N/A 5 Years Statistic GMICX Category Alpha (against Standard Index) -0.56 -0.52 Beta (against Standard Index) 0.96 1.00 Mean Annual Return 3.54 0.46 R-squared (against Standard Index) 97 94.69 Standard Deviation 19.14 20.25 Sharpe Ratio 0.13 N/A Treynor Ratio 0.58 N/A 10 Years Statistic GMICX Category Alpha (against Standard Index) 3.96 2.00 Beta (against Standard Index) 0.88 0.98 Mean Annual Return 6.16 0.46 R-squared (against Standard Index) 90 92.23 Standard Deviation 16.76 18.46 Sharpe Ratio 0.27 N/A Treynor Ratio 3.67 N/A
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