GMO International Small Companies Fund

Class Other (GMISX)
Scorecard
3 / 5 Stars
Lipper
5 4 2 5 1
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
5 / 5 Stars
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 18.14
Mean 1.09
Sharpe Ratio 0.72
Bear Market Decile Rank 46

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI EAFE NR USD
R-Squared 89.52 91.92
Beta 1.02 1.03
Alpha 7.72 5.04