Ratings & Risk for GMO Domestic Bond III (GMDBX)

Morningstar Category: Intermediate-Term Bond
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Above Average
    		294
    5-Year Below Average Above Average
    		271
    10-Year Average Above Average
    		217
    Overall Average Above 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 6.03 0.36 0.32
    5-Year 4.99 0.32 0.17
    10-Year 4.98 0.49 0.60
    15-Year 4.74 0.54 0.59
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 0.65 0.08 15.87
    3-Year 42.62 0.97 -1.77
    5-Year 49.66 0.96 -1.10
    10-Year 70.33 1.10 -0.61

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009