Alpha and Beta Analysis
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 | (alpha) | = | 0.08 |  | (beta) | = | 0.93 | 30 days against S&P 500 |
| Risk Adjusted Performance 0.2897 | Jensen Alpha 0.0774 | Total Risk Alpha (0.02) | Sortino Ratio 0.0744 | Treynor Ratio 0.3752 |
GMO Foreign Fundamentals
| GMO Foreign Market Performance
72% of all equities and portfolios perform better than GMO Foreign III. Compared with the overall equity markets, risk-adjusted returns on investments in GMO Foreign III are ranked lower than 28 (%) of all global equities and portfolios over the last 30 days. |
GMO Foreign Return and Market MediaThe median price of GMO Foreign for the period between Mon, Apr 22, 2013 and Wed, May 22, 2013 is 12.48 with a coefficient of variation of 2.05. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 12.39, and mean deviation of 0.21. The Fund did not receive any noticable media coverage during the period.
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