GMO Taiwan Fund

Class Other (GMOTX)
Scorecard
4 / 5 Stars
Lipper
4 3 1 3 1
Zacks Investment Research
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Standard & Poor's
4 / 5 Stars
TheStreet.com
E+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.81
Mean 0.4
Sharpe Ratio 0.32
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
Bloomberg Sub Industrial Metals TR USD
R-Squared 52.35 65.48
Beta 0.65 0.56
Alpha 0.25 9.94