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GMO Short-Duration Investment III (GMSIX)

On Dec 4: 7.92   0.00 (0.00%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 6.39% Worst 1 Yr Total Return (2008): -14.01% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMSIX Category Alpha (against Standard Index) -1.74 -1.83 Beta (against Standard Index) -0.07 0.06 Mean Annual Return 0.26 0.07 R-squared (against Standard Index) 0 6.99 Standard Deviation 4.98 3.69 Sharpe Ratio -0.40 N/A Treynor Ratio 30.76 N/A 5 Years Statistic GMSIX Category Alpha (against Standard Index) -0.83 -1.28 Beta (against Standard Index) -0.06 0.07 Mean Annual Return 1.96 0.15 R-squared (against Standard Index) 0 8.59 Standard Deviation 3.92 2.82 Sharpe Ratio -0.25 N/A Treynor Ratio 16.76 N/A 10 Years Statistic GMSIX Category Alpha (against Standard Index) -0.77 -0.25 Beta (against Standard Index) 0.03 0.11 Mean Annual Return 2.22 0.25 R-squared (against Standard Index) 0 11.36 Standard Deviation 3.43 1.93 Sharpe Ratio -0.20 N/A Treynor Ratio -25.82 N/A
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