Ratings & Risk for GMO Global Bond III (GMGBX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Low Above Average
    		55
    5-Year Low Average
    		50
    10-Year Average Above Average
    		47
    Overall Below 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 10.16 0.25 0.06
    5-Year 8.53 0.26 0.01
    10-Year 8.58 0.49 0.34
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 0.03 -0.04 17.47
    3-Year 22.72 1.18 -3.94
    5-Year 16.72 0.94 -1.82
    10-Year 31.88 1.28 -1.27

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009