Finance Home - My Yahoo - Yahoo! - Help

Sunday, December 20, 2009, 5:03PM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

GMO US Growth M (GMWMX)

On Dec 18: 14.60   0.09 (0.62%)

MORE ON GMWMX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

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 (2007): 5.56% Worst 1 Yr Total Return (2008): -31.12% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GMWMX Category Alpha (against Standard Index) 0.15 2.20 Beta (against Standard Index) 0.81 0.99 Mean Annual Return -3.94 -0.14 R-squared (against Standard Index) 94 88.76 Standard Deviation 16.60 21.04 Sharpe Ratio -0.29 N/A Treynor Ratio -7.67 N/A 5 Years Statistic GMWMX Category Alpha (against Standard Index) -1.93 0.80 Beta (against Standard Index) 0.83 1.01 Mean Annual Return -0.73 0.24 R-squared (against Standard Index) 91 86.59 Standard Deviation 13.94 17.50 Sharpe Ratio -0.19 N/A Treynor Ratio -4.48 N/A 10 Years Statistic GMWMX Category Alpha (against Standard Index) -1.78 -0.13 Beta (against Standard Index) 1.00 1.04 Mean Annual Return -2.61 0.05 R-squared (against Standard Index) 81 78.99 Standard Deviation 17.95 19.17 Sharpe Ratio -0.22 N/A Treynor Ratio -5.55 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center