Ratings & Risk for GMO US Core Equity M (GMTMX)

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 Below 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 16.34 -0.50 -0.52
    5-Year 13.81 0.00 -0.22
    10-Year 14.49 0.08 -0.14
    15-Year 14.58 0.69 0.32
    20-Year 14.06 0.75 0.36
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 94.92 0.76 0.52
    3-Year 95.88 0.82 -2.12
    5-Year 94.34 0.84 -1.86
    10-Year 93.67 0.87 0.23

    S&P 500 TR

    Trailing data as of 10/31/2009