GMO Currency Hedged International Bond Fund

Class Other (GMHBX)
Scorecard
4 / 5 Stars
Lipper
4 5 3 5 1
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
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TheStreet.com
B (Buy)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 5.07
Mean 0.67
Sharpe Ratio 1.58
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US Universal TR USD
R-Squared 65.61 66.44
Beta 1.44 1.48
Alpha 2.71 1.86