Ratings & Risk for GMO US Core Equity VI (GMCQX)

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 -0.47 -0.49
    5-Year 13.81 0.03 -0.19
    10-Year 14.48 0.10 -0.12
    15-Year 14.58 0.72 0.34
    20-Year 14.05 0.77 0.38
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 94.88 0.76 0.94
    3-Year 95.91 0.82 -1.73
    5-Year 94.36 0.84 -1.48
    10-Year 93.70 0.87 0.55

    S&P 500 TR

    Trailing data as of 10/31/2009