Ratings & Risk for GMO Currency Hedged Intl Bond III (GMHBX)

Morningstar Category: World Bond
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Low Below Average
    		55
    5-Year Low Below Average
    		50
    10-Year Below Average Below Average
    		47
    Overall Below Average Below Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 6.72 -0.01 -0.37
    5-Year 5.57 0.18 -0.14
    10-Year 5.03 0.41 0.39
    15-Year 5.45 0.65 0.76
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 16.92 -0.63 20.90
    3-Year 12.16 0.58 -4.76
    5-Year 13.02 0.55 -1.88
    10-Year 25.90 0.68 -0.26

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009