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GMO Quality IV (GQEFX)

On Dec 14: 19.45   0.01 (0.05%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 2 Number of Years Down: 2 Best 1 Yr Total Return (2006): 12.69% Worst 1 Yr Total Return (2008): -24.08% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GQEFX Category Alpha (against Standard Index) 2.00 0.06 Beta (against Standard Index) 0.69 1.00 Mean Annual Return -1.10 -0.33 R-squared (against Standard Index) 89 95.82 Standard Deviation 14.51 20.42 Sharpe Ratio -0.16 N/A Treynor Ratio -4.86 N/A 5 Years Statistic GQEFX Category Alpha (against Standard Index) 0.39 0.04 Beta (against Standard Index) 0.70 1.01 Mean Annual Return 1.96 0.17 R-squared (against Standard Index) 86 95.19 Standard Deviation 12.13 16.64 Sharpe Ratio -0.02 N/A Treynor Ratio -1.46 N/A 10 Years Statistic GQEFX Category Alpha (against Standard Index) N/A 0.81 Beta (against Standard Index) N/A 0.96 Mean Annual Return N/A 0.14 R-squared (against Standard Index) N/A 91.13 Standard Deviation N/A 16.39 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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