GMO U.S. Core Equity Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 10.36
Mean 1.26
Sharpe Ratio 1.45
Bear Market Decile Rank 3

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Large Core TR USD
R-Squared 93.61 95.01
Beta 0.8 0.85
Alpha 3.44 0.97