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Wednesday, February 10, 2010, 10:18AM ET - U.S. Markets close in 5 hours and 42 minutes. Dow  0.88% Nasdaq  0.86%

GMO Real Estate III (GMORX)

On Feb 9: 5.68   0.00 (0.00%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 35.30% Worst 1 Yr Total Return (2008): -33.17% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMORX Category Alpha (against Standard Index) 0.57 -0.91 Beta (against Standard Index) 1.56 1.61 Mean Annual Return -15.35 -0.91 R-squared (against Standard Index) 65 68.72 Standard Deviation 38.46 38.72 Sharpe Ratio -0.29 N/A Treynor Ratio -11.13 N/A 5 Years Statistic GMORX Category Alpha (against Standard Index) 5.67 4.18 Beta (against Standard Index) 1.54 1.59 Mean Annual Return 1.43 0.41 R-squared (against Standard Index) 63 66.29 Standard Deviation 31.15 31.43 Sharpe Ratio 0.11 N/A Treynor Ratio -0.96 N/A 10 Years Statistic GMORX Category Alpha (against Standard Index) 11.47 11.18 Beta (against Standard Index) 0.89 0.91 Mean Annual Return 9.56 0.99 R-squared (against Standard Index) 34 36.70 Standard Deviation 24.29 24.27 Sharpe Ratio 0.39 N/A Treynor Ratio 7.55 N/A
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