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GMO Core Plus Bond IV (GPBFX)

On Feb 9: 6.98   0.01 (0.14%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 2 Number of Years Down: 2 Best 1 Yr Total Return (2009): 21.74% Worst 1 Yr Total Return (2008): -19.62% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GPBFX Category Alpha (against Standard Index) -5.73 -1.42 Beta (against Standard Index) 0.83 1.01 Mean Annual Return -0.40 0.42 R-squared (against Standard Index) 15 59.04 Standard Deviation 8.79 6.05 Sharpe Ratio -0.22 N/A Treynor Ratio -2.86 N/A 5 Years Statistic GPBFX Category Alpha (against Standard Index) -2.84 -0.88 Beta (against Standard Index) 0.77 0.97 Mean Annual Return 1.51 0.35 R-squared (against Standard Index) 17 62.05 Standard Deviation 7.00 4.99 Sharpe Ratio -0.16 N/A Treynor Ratio -1.83 N/A 10 Years Statistic GPBFX Category Alpha (against Standard Index) -0.95 -0.56 Beta (against Standard Index) 1.00 0.96 Mean Annual Return 5.39 0.48 R-squared (against Standard Index) 36 71.15 Standard Deviation 6.32 4.50 Sharpe Ratio 0.42 N/A Treynor Ratio 2.56 N/A
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