Ratings & Risk for GMO Intl Intrinsic Value III (GMOIX)

Morningstar Category: Foreign Large Value
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Below Average
    		84
    5-Year Average Below Average
    		70
    10-Year Above Average Below Average
    		54
    Overall Average Below 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 23.16 -0.33 -0.27
    5-Year 19.25 0.51 0.16
    10-Year 16.76 0.60 0.26
    15-Year 15.48 0.64 0.26
    20-Year 15.39 0.75 0.32
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 97.50 1.04 -8.91
    3-Year 97.49 0.95 -1.72
    5-Year 97.36 0.95 -0.70
    10-Year 89.43 0.88 3.66

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009