GMO Benchmark-Free Allocation Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 5.44
Mean 0.69
Sharpe Ratio 1.51
Bear Market Decile Rank 2

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
MSCI ACWI NR USD
R-Squared 85.48 86.3
Beta 0.62 0.35
Alpha 2.64 4.43