Ratings & Risk for GMO International Growth Equity IV (GMGFX)

Morningstar Category: Foreign Large Blend
Number of funds in Category: —
  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Low
    169
    5-Year Above Average Low
    145
    10-Year 105
    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 20.84 -0.13 -0.19
    5-Year 17.83 0.58 0.22
    10-Year
    15-Year
    20-Year
    Trailing data as of 10/31/2009
  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 88.08 0.81 -2.49
    3-Year 93.67 0.84 0.13
    5-Year 93.19 0.86 0.43
    10-Year

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009