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GMO Intl Intrinsic Value III (GMOIX)

On Dec 2: 21.41   0.01 (0.05%)

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Risk  As of 31-Oct-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): 25.33% Worst 1 Yr Total Return (2008): -38.78% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMOIX Category Alpha (against Standard Index) -1.72 -0.42 Beta (against Standard Index) 0.95 1.00 Mean Annual Return -6.42 -0.24 R-squared (against Standard Index) 97 95.20 Standard Deviation 23.16 24.69 Sharpe Ratio -0.27 N/A Treynor Ratio -9.28 N/A 5 Years Statistic GMOIX Category Alpha (against Standard Index) -0.70 -0.74 Beta (against Standard Index) 0.95 1.00 Mean Annual Return 4.32 0.52 R-squared (against Standard Index) 97 94.71 Standard Deviation 19.25 20.34 Sharpe Ratio 0.16 N/A Treynor Ratio 1.36 N/A 10 Years Statistic GMOIX Category Alpha (against Standard Index) 3.66 2.15 Beta (against Standard Index) 0.88 0.98 Mean Annual Return 5.97 0.49 R-squared (against Standard Index) 89 91.79 Standard Deviation 16.76 18.42 Sharpe Ratio 0.26 N/A Treynor Ratio 3.42 N/A
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