GMO Currency Hedged International Equity Fund

Class Other (GMOCX)
Scorecard
5 / 5 Stars
Lipper
4 2 5 5 1
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
5 / 5 Stars
TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 11.46
Mean 0.94
Sharpe Ratio 0.98
Bear Market Decile Rank 2

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI EAFE Value NR USD
R-Squared 80.7 88.84
Beta 0.61 0.62
Alpha 7.92 6.07