Ratings & Risk for GMO Emerging Markets IV (GMEFX)

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 33.26 0.67 0.17
    5-Year 28.48 1.51 0.53
    10-Year 25.23 1.39 0.54
    15-Year 25.80 0.96 0.30
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 84.56 1.16 14.44
    3-Year 87.20 1.29 11.85
    5-Year 85.34 1.32 9.82
    10-Year 74.05 1.20 12.86

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009