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Wednesday, January 6, 2010, 9:49PM ET - U.S. Markets Closed. Dow  0.02% Nasdaq  0.33%

GMO Tax-Managed US Equities III (GTMUX)

On Jan 6: 10.85   0.03 (0.28%)

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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 (2006): 10.04% Worst 1 Yr Total Return (2008): -30.78% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GTMUX Category Alpha (against Standard Index) -1.22 0.06 Beta (against Standard Index) 0.80 1.00 Mean Annual Return -5.15 -0.33 R-squared (against Standard Index) 94 95.82 Standard Deviation 16.37 20.42 Sharpe Ratio -0.38 N/A Treynor Ratio -9.28 N/A 5 Years Statistic GTMUX Category Alpha (against Standard Index) -1.43 0.04 Beta (against Standard Index) 0.82 1.01 Mean Annual Return -0.17 0.17 R-squared (against Standard Index) 92 95.19 Standard Deviation 13.63 16.64 Sharpe Ratio -0.16 N/A Treynor Ratio -3.87 N/A 10 Years Statistic GTMUX Category Alpha (against Standard Index) 0.55 0.81 Beta (against Standard Index) 0.85 0.96 Mean Annual Return 0.56 0.14 R-squared (against Standard Index) 90 91.13 Standard Deviation 14.57 16.39 Sharpe Ratio -0.09 N/A Treynor Ratio -2.78 N/A
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