Ratings & Risk for GMO Global Equity Allocation (GMGEX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Low
    		139
    5-Year Average Low
    		113
    10-Year Above Average Low
    		83
    Overall Above Average Low
    		—
    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 17.90 -0.16 -0.24
    5-Year 15.02 0.42 0.14
    10-Year 13.73 0.61 0.32
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 94.68 0.76 -3.65
    3-Year 94.18 0.72 -0.83
    5-Year 92.98 0.73 -0.81
    10-Year 88.20 0.71 3.88

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009