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Monday, December 28, 2009, 8:00PM ET - U.S. Markets Closed. Dow  0.26% Nasdaq  0.24%

GMO Real Estate III (GMORX)

On Dec 28: 6.35   0.02 (0.32%)

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Risk  As of 30-Nov-09 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) -0.11 -1.50 Beta (against Standard Index) 1.56 1.61 Mean Annual Return -14.00 -0.77 R-squared (against Standard Index) 64 67.75 Standard Deviation 38.45 38.87 Sharpe Ratio -0.25 N/A Treynor Ratio -10.47 N/A 5 Years Statistic GMORX Category Alpha (against Standard Index) 3.90 2.65 Beta (against Standard Index) 1.55 1.60 Mean Annual Return 0.40 0.34 R-squared (against Standard Index) 63 66.27 Standard Deviation 31.23 31.51 Sharpe Ratio 0.08 N/A Treynor Ratio -1.68 N/A 10 Years Statistic GMORX Category Alpha (against Standard Index) 11.36 11.10 Beta (against Standard Index) 0.87 0.89 Mean Annual Return 9.78 1.01 R-squared (against Standard Index) 34 36.04 Standard Deviation 24.16 24.18 Sharpe Ratio 0.39 N/A Treynor Ratio 7.86 N/A
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