GMO Global Asset Allocation Fund

Class Other (GMWAX)
Scorecard
4 / 5 Stars
Lipper
4 4 4 5 2
Zacks Investment Research
4 (Sell)
Standard & Poor's
5 / 5 Stars
TheStreet.com
B- (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 7.3
Mean 0.69
Sharpe Ratio 1.12
Bear Market Decile Rank 6

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
MSCI World NR USD
R-Squared 91.97 93.39
Beta 0.86 0.51
Alpha 0.41 2.0