Ratings & Risk for GMO US Core Equity IV (GMRTX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Low
    		514
    5-Year Below Average Low
    		442
    10-Year Average Below Average
    		300
    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 16.36 -0.47 -0.50
    5-Year 13.83 0.03 -0.19
    10-Year 14.49 0.10 -0.12
    15-Year 14.58 0.71 0.34
    20-Year 14.06 0.77 0.38
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 94.81 0.77 0.77
    3-Year 95.88 0.82 -1.77
    5-Year 94.33 0.84 -1.52
    10-Year 93.64 0.87 0.54

    S&P 500 TR

    Trailing data as of 10/31/2009