GMO Quality Fund

Scorecard
3 / 5 Stars
Lipper
3 2 5 5 1
Zacks Investment Research
4 (Sell)
Standard & Poor's
5 / 5 Stars
TheStreet.com
A+ (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.64
Mean 1.27
Sharpe Ratio 1.57
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
DJ Industrial Average PR USD
R-Squared 88.01 89.83
Beta 0.74 0.79
Alpha 3.28 6.64