GMO Global Asset Allocation Fund

Class Other (GMWAX)
Scorecard
3 / 5 Stars
Lipper
3 4 4 5 2
Zacks Investment Research
3 (Hold)
Standard & Poor's
5 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 7.54
Mean 0.64
Sharpe Ratio 1.01
Bear Market Decile Rank 9

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
MSCI World NR USD
R-Squared 92.31 93.17
Beta 0.87 0.52
Alpha 0.47 2.29