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GMO Emerging Markets III (GMOEX)

On Dec 7: 12.31   0.08 (0.65%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2005): 39.71% Worst 1 Yr Total Return (2008): -55.10% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMOEX Category Alpha (against Standard Index) 11.78 12.35 Beta (against Standard Index) 1.29 1.29 Mean Annual Return 2.35 0.71 R-squared (against Standard Index) 87 87.52 Standard Deviation 33.25 33.07 Sharpe Ratio 0.17 N/A Treynor Ratio -0.05 N/A 5 Years Statistic GMOEX Category Alpha (against Standard Index) 9.77 9.15 Beta (against Standard Index) 1.32 1.29 Mean Annual Return 14.86 1.44 R-squared (against Standard Index) 85 85.78 Standard Deviation 28.48 27.65 Sharpe Ratio 0.53 N/A Treynor Ratio 8.94 N/A 10 Years Statistic GMOEX Category Alpha (against Standard Index) 12.81 9.81 Beta (against Standard Index) 1.20 1.23 Mean Annual Return 14.26 1.14 R-squared (against Standard Index) 74 76.71 Standard Deviation 25.22 25.41 Sharpe Ratio 0.54 N/A Treynor Ratio 9.39 N/A
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