Ratings & Risk for GMO Inflation Indexed Plus Bond III (GMITX)

Morningstar Category: Inflation-Protected Bond
Number of funds in Category: —
  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Low High
    38
    5-Year 24
    10-Year 6
    Overall Low High
    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 12.23 0.06 -0.14
    5-Year
    10-Year
    15-Year
    20-Year
    Trailing data as of 10/31/2009
  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 19.97 -1.27 32.34
    3-Year 9.74 0.93 -5.31
    5-Year
    10-Year

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009