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 02.28.2014

Standard Deviation 10.38
Mean 1.22
Sharpe Ratio 1.4
Bear Market Decile Rank 3

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
DJ Industrial Average PR USD
R-Squared 93.93 94.97
Beta 0.81 0.85
Alpha 3.17 5.82