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Ratings & Risk for GMO Emerging Country Debt III (GMCDX)

Morningstar Category: Emerging Markets Bond
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Low Above Average
    		23
    5-Year Average Above Average
    		18
    10-Year High Above Average
    		16
    Overall Above Average Above 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 02/28/2010

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 18.29 0.42 0.18
    5-Year 14.70 0.73 0.40
    10-Year 12.83 1.18 0.89
    15-Year 18.33 1.59 0.85
    20-Year — — —
    Trailing data as of 02/28/2010

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 18.82 1.34 33.65
    3-Year 26.17 2.21 -6.23
    5-Year 23.93 1.90 1.29
    10-Year 18.25 1.43 6.35

    Barclays US Aggregate Bond TR USD

    Trailing data as of 02/28/2010