Finance Home - My Yahoo - Yahoo! - Help

Thursday, January 7, 2010, 10:33AM ET - U.S. Markets close in 5 hours and 27 minutes. Dow  0.23% Nasdaq  0.44%

GMO Foreign III (GMOFX)

On Jan 6: 12.16   0.03 (0.25%)

MORE ON GMOFX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

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): 27.12% Worst 1 Yr Total Return (2008): -39.79% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMOFX Category Alpha (against Standard Index) -1.43 -0.21 Beta (against Standard Index) 0.93 1.01 Mean Annual Return -6.25 -0.25 R-squared (against Standard Index) 97 95.18 Standard Deviation 22.69 24.76 Sharpe Ratio -0.27 N/A Treynor Ratio -9.13 N/A 5 Years Statistic GMOFX Category Alpha (against Standard Index) -0.28 -0.52 Beta (against Standard Index) 0.94 1.00 Mean Annual Return 3.85 0.46 R-squared (against Standard Index) 97 94.69 Standard Deviation 18.84 20.25 Sharpe Ratio 0.14 N/A Treynor Ratio 0.91 N/A 10 Years Statistic GMOFX Category Alpha (against Standard Index) 3.20 2.00 Beta (against Standard Index) 0.90 0.98 Mean Annual Return 5.39 0.46 R-squared (against Standard Index) 94 92.23 Standard Deviation 16.71 18.46 Sharpe Ratio 0.23 N/A Treynor Ratio 2.73 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center