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GMO U.S. Equity Allocation Fund

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

Risk

Volatility Measurements

Updated 04.30.2013

Standard Deviation	12.82
Mean	1.17
Sharpe Ratio	1.08
Bear Market Decile Rank	2

Modern Portfolio Theory Statistics

Updated 04.30.2013

	Standard Index S&P 500 TR	Best Fit Index Morningstar Large Cap TR USD
R-Squared	93.22	94.21
Beta	0.82	0.84
Alpha	3.08	2.93

See Also:

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