Ratings & Risk for GMO Real Estate III (GMORX)

Morningstar Category: Real Estate
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Average
    		71
    5-Year Above Average Average
    		64
    10-Year Average Average
    		43
    Overall Above Average 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 38.34 -0.69 -0.28
    5-Year 31.16 0.41 0.06
    10-Year 24.12 0.96 0.36
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 72.17 1.98 -9.46
    3-Year 64.39 1.57 1.50
    5-Year 63.01 1.55 4.08
    10-Year 33.73 0.87 10.87

    S&P 500 TR

    Trailing data as of 10/31/2009