GMO Quality Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 10.04
Mean 1.27
Sharpe Ratio 1.51
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
DJ Industrial Average PR USD
R-Squared 86.83 88.87
Beta 0.75 0.8
Alpha 4.31 6.92