Ratings & Risk for GMO Foreign Small Companies III (GMFSX)

Morningstar Category: Foreign Small/Mid Value
Number of funds in Category: —
  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    25
    5-Year Above Average Average
    21
    10-Year Above Average Average
    16
    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 26.90 0.01 -0.08
    5-Year 22.26 0.91 0.36
    10-Year 18.51 1.01 0.50
    15-Year
    20-Year
    Trailing data as of 10/31/2009
  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 95.97 1.08 7.78
    3-Year 94.91 1.09 2.98
    5-Year 94.52 1.09 3.54
    10-Year 86.89 0.96 8.49

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009