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Friday, December 25, 2009, 12:36AM ET - U.S. Markets Closed for Christmas. Dow  0.51% Nasdaq  0.71%

GMO Tobacco Free Core III (GMTCX)

On Dec 24: 9.49   0.04 (0.42%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 9.99% Worst 1 Yr Total Return (2008): -28.66% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMTCX Category Alpha (against Standard Index) 0.66 0.06 Beta (against Standard Index) 0.84 1.00 Mean Annual Return -3.72 -0.33 R-squared (against Standard Index) 95 95.82 Standard Deviation 17.14 20.42 Sharpe Ratio -0.27 N/A Treynor Ratio -7.12 N/A 5 Years Statistic GMTCX Category Alpha (against Standard Index) -0.84 0.04 Beta (against Standard Index) 0.85 1.01 Mean Annual Return 0.30 0.17 R-squared (against Standard Index) 93 95.19 Standard Deviation 14.17 16.64 Sharpe Ratio -0.12 N/A Treynor Ratio -3.14 N/A 10 Years Statistic GMTCX Category Alpha (against Standard Index) 0.60 0.81 Beta (against Standard Index) 0.88 0.96 Mean Annual Return 0.51 0.14 R-squared (against Standard Index) 93 91.13 Standard Deviation 14.76 16.39 Sharpe Ratio -0.09 N/A Treynor Ratio -2.74 N/A
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