GMO Alpha Only Fund

Scorecard
2 / 5 Stars
Lipper
2 1 5 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
---
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 2.72
Mean 0.11
Sharpe Ratio 0.46
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Morningstar SEC/Basic Materials TR USD
R-Squared 19.96 69.44
Beta 0.43 -0.1
Alpha -0.36 2.06