Ratings & Risk for GMO Emerging Countries III (GMCEX)

Morningstar Category: Diversified Emerging Mkts
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		85
    5-Year Average Average
    		63
    10-Year Above Average Average
    		55
    Overall Above Average 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 33.41 0.65 0.16
    5-Year 28.52 1.45 0.50
    10-Year 25.57 1.30 0.49
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 84.42 1.16 12.78
    3-Year 86.95 1.30 11.69
    5-Year 85.58 1.33 9.03
    10-Year 75.25 1.23 11.71

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009