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Monday, December 28, 2009, 7:21PM ET - U.S. Markets Closed. Dow  0.26% Nasdaq  0.24%

GMO Tax-Managed International Eq III (GTMIX)

On Dec 28: 13.69   0.07 (0.51%)

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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 (2006): 25.42% Worst 1 Yr Total Return (2008): -39.20% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GTMIX Category Alpha (against Standard Index) -0.10 -0.21 Beta (against Standard Index) 0.95 1.01 Mean Annual Return -5.15 -0.25 R-squared (against Standard Index) 97 95.18 Standard Deviation 23.05 24.76 Sharpe Ratio -0.21 N/A Treynor Ratio -7.83 N/A 5 Years Statistic GTMIX Category Alpha (against Standard Index) 0.77 -0.52 Beta (against Standard Index) 0.96 1.00 Mean Annual Return 4.92 0.46 R-squared (against Standard Index) 97 94.69 Standard Deviation 19.19 20.25 Sharpe Ratio 0.20 N/A Treynor Ratio 2.01 N/A 10 Years Statistic GTMIX Category Alpha (against Standard Index) 4.55 2.00 Beta (against Standard Index) 0.90 0.98 Mean Annual Return 6.77 0.46 R-squared (against Standard Index) 91 92.23 Standard Deviation 16.89 18.46 Sharpe Ratio 0.30 N/A Treynor Ratio 4.28 N/A
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