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Thursday, December 31, 2009, 9:12AM ET - U.S. Markets open in 18 mins.. Dow  0.03% Nasdaq  0.00%

GMO Currency Hedged Intl Equity III (GMOCX)

On Dec 30: 2.72   0.02 (0.73%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2005): 27.32% Worst 1 Yr Total Return (2008): -34.09% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMOCX Category Alpha (against Standard Index) -4.77 -0.21 Beta (against Standard Index) 0.65 1.01 Mean Annual Return -6.95 -0.25 R-squared (against Standard Index) 88 95.18 Standard Deviation 16.68 24.76 Sharpe Ratio -0.48 N/A Treynor Ratio -14.10 N/A 5 Years Statistic GMOCX Category Alpha (against Standard Index) -0.10 -0.52 Beta (against Standard Index) 0.68 1.00 Mean Annual Return 3.96 0.46 R-squared (against Standard Index) 85 94.69 Standard Deviation 14.49 20.25 Sharpe Ratio 0.14 N/A Treynor Ratio 1.43 N/A 10 Years Statistic GMOCX Category Alpha (against Standard Index) 1.71 2.00 Beta (against Standard Index) 0.65 0.98 Mean Annual Return 4.21 0.46 R-squared (against Standard Index) 79 92.23 Standard Deviation 13.19 18.46 Sharpe Ratio 0.16 N/A Treynor Ratio 1.99 N/A
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