GMO Global Equity Allocation Fund

Class Other (GMGEX)
Scorecard
4 / 5 Stars
Lipper
3 2 5 1
Zacks Investment Research
2 (Buy)
Standard & Poor's
2 / 5 Stars
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.62
Mean 0.85
Sharpe Ratio 0.8
Bear Market Decile Rank 15

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI World NR USD
R-Squared 93.48 96.56
Beta 0.72 0.88
Alpha 6.35 1.09