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GMO Global Balanced Asset Allocation III (GMWAX)

On Dec 24: 9.75   0.02 (0.21%)

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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): 13.40% Worst 1 Yr Total Return (2008): -19.38% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMWAX Category Alpha (against Standard Index) 1.09 -0.66 Beta (against Standard Index) 0.79 1.11 Mean Annual Return 2.49 0.10 R-squared (against Standard Index) 91 86.52 Standard Deviation 10.94 15.80 Sharpe Ratio 0.07 N/A Treynor Ratio 0.28 N/A 5 Years Statistic GMWAX Category Alpha (against Standard Index) 1.43 0.55 Beta (against Standard Index) 0.81 1.12 Mean Annual Return 6.02 0.51 R-squared (against Standard Index) 91 86.03 Standard Deviation 9.15 13.17 Sharpe Ratio 0.36 N/A Treynor Ratio 3.75 N/A 10 Years Statistic GMWAX Category Alpha (against Standard Index) 2.53 1.09 Beta (against Standard Index) 0.91 1.07 Mean Annual Return 7.39 0.55 R-squared (against Standard Index) 83 79.45 Standard Deviation 9.91 12.02 Sharpe Ratio 0.48 N/A Treynor Ratio 4.92 N/A
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