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GMO Core Plus Bond IV (GPBFX)

On Dec 17: 7.07   0.03 (0.43%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 1 Number of Years Down: 2 Best 1 Yr Total Return (2006): 5.65% Worst 1 Yr Total Return (2008): -19.62% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GPBFX Category Alpha (against Standard Index) -5.61 -1.73 Beta (against Standard Index) 0.77 1.02 Mean Annual Return -0.63 0.39 R-squared (against Standard Index) 13 59.65 Standard Deviation 8.63 5.93 Sharpe Ratio -0.29 N/A Treynor Ratio -3.78 N/A 5 Years Statistic GPBFX Category Alpha (against Standard Index) -2.92 -1.13 Beta (against Standard Index) 0.75 0.98 Mean Annual Return 1.65 0.35 R-squared (against Standard Index) 15 61.85 Standard Deviation 6.91 4.90 Sharpe Ratio -0.15 N/A Treynor Ratio -1.79 N/A 10 Years Statistic GPBFX Category Alpha (against Standard Index) -1.06 -0.67 Beta (against Standard Index) 1.00 0.96 Mean Annual Return 5.17 0.46 R-squared (against Standard Index) 36 70.95 Standard Deviation 6.27 4.48 Sharpe Ratio 0.38 N/A Treynor Ratio 2.26 N/A
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