Ratings & Risk for GMO US Growth III (GMGWX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Low
    		449
    5-Year Below Average Low
    		390
    10-Year Average Average
    		278
    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 16.28 -0.33 -0.39
    5-Year 13.87 0.03 -0.19
    10-Year 18.02 -0.05 -0.20
    15-Year 17.62 0.68 0.25
    20-Year 16.92 0.74 0.29
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 93.41 0.71 3.04
    3-Year 93.62 0.80 -0.16
    5-Year 90.87 0.83 -1.55
    10-Year 80.84 1.00 -0.97

    S&P 500 TR

    Trailing data as of 10/31/2009