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Monday, December 21, 2009, 11:49PM ET - U.S. Markets Closed. Dow  0.83% Nasdaq  1.17%

GMO US Intrinsic Value III (GMVUX)

On Dec 21: 6.60   0.07 (1.07%)

MORE ON GMVUX

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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): 13.50% Worst 1 Yr Total Return (2008): -33.80% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMVUX Category Alpha (against Standard Index) -3.62 -1.37 Beta (against Standard Index) 0.91 1.02 Mean Annual Return -8.42 -0.45 R-squared (against Standard Index) 96 94.58 Standard Deviation 18.49 20.79 Sharpe Ratio -0.50 N/A Treynor Ratio -11.71 N/A 5 Years Statistic GMVUX Category Alpha (against Standard Index) -2.30 -0.29 Beta (against Standard Index) 0.92 1.01 Mean Annual Return -1.38 0.14 R-squared (against Standard Index) 95 93.49 Standard Deviation 15.23 16.81 Sharpe Ratio -0.21 N/A Treynor Ratio -4.73 N/A 10 Years Statistic GMVUX Category Alpha (against Standard Index) 2.92 2.74 Beta (against Standard Index) 0.86 0.88 Mean Annual Return 2.82 0.31 R-squared (against Standard Index) 82 81.33 Standard Deviation 15.39 15.97 Sharpe Ratio 0.07 N/A Treynor Ratio -0.12 N/A
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