GMO U.S. Equity Allocation Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 10.15
Mean 1.28
Sharpe Ratio 1.5
Bear Market Decile Rank 3

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Large Core TR USD
R-Squared 93.69 95.22
Beta 0.8 0.85
Alpha 2.35 0.33