Ratings & Risk for GMO Tobacco Free Core III (GMTCX)

Morningstar Category: Large Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Low
    		514
    5-Year Average Low
    		442
    10-Year Average Below Average
    		300
    Overall 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 16.68 -0.36 -0.40
    5-Year 14.00 0.07 -0.15
    10-Year 14.64 0.10 -0.12
    15-Year 14.75 0.73 0.35
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 93.34 0.78 3.65
    3-Year 94.89 0.83 -0.27
    5-Year 93.64 0.85 -0.96
    10-Year 93.89 0.88 0.55

    S&P 500 TR

    Trailing data as of 10/31/2009