Ratings & Risk for GMO US Growth M (GMWMX)

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 Below Average Average
    		278
    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 16.25 -0.36 -0.41
    5-Year 13.84 0.00 -0.22
    10-Year 17.99 -0.08 -0.21
    15-Year 17.61 0.65 0.24
    20-Year 16.90 0.72 0.28
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 93.72 0.71 2.72
    3-Year 93.70 0.80 -0.49
    5-Year 90.96 0.83 -1.91
    10-Year 80.82 1.00 -1.26

    S&P 500 TR

    Trailing data as of 10/31/2009