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Saturday, December 19, 2009, 11:43PM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

GMO US Core Equity III (GMUEX)

On Dec 18: 10.68   0.06 (0.56%)

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Risk  As of 30-Nov-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 (2004): 9.80% Worst 1 Yr Total Return (2008): -30.29% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMUEX Category Alpha (against Standard Index) -0.90 0.06 Beta (against Standard Index) 0.83 1.00 Mean Annual Return -5.09 -0.33 R-squared (against Standard Index) 95 95.82 Standard Deviation 16.81 20.42 Sharpe Ratio -0.36 N/A Treynor Ratio -8.88 N/A 5 Years Statistic GMUEX Category Alpha (against Standard Index) -1.58 0.04 Beta (against Standard Index) 0.84 1.01 Mean Annual Return -0.39 0.17 R-squared (against Standard Index) 94 95.19 Standard Deviation 13.94 16.64 Sharpe Ratio -0.17 N/A Treynor Ratio -4.01 N/A 10 Years Statistic GMUEX Category Alpha (against Standard Index) 0.54 0.81 Beta (against Standard Index) 0.87 0.96 Mean Annual Return 0.50 0.14 R-squared (against Standard Index) 93 91.13 Standard Deviation 14.60 16.39 Sharpe Ratio -0.09 N/A Treynor Ratio -2.79 N/A
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