GMO Alpha Only Fund

Scorecard
3 / 5 Stars
Lipper
2 2 5 5 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 2.75
Mean 0.13
Sharpe Ratio 0.53
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Morningstar SEC/Basic Materials TR USD
R-Squared 18.3 68.62
Beta 0.41 -0.1
Alpha -0.06 2.17