|α||(average alpha)||=||(0.11)||β||(beta)||=||1.02||30 days against GSPC|
|Risk Adjusted Performance (0.0029)||Jensen Alpha (0.11)||Total Risk Alpha (0.13)||Sortino Ratio (0.16)||Treynor Ratio (0.02)|
GMO Foreign Fundamentals
GMO Foreign Market Performance
Over the last 30 days GMO Foreign III has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
GMO Foreign Return and Market Media
The median price of GMO Foreign for the period between Sat, Nov 9, 2013 and Mon, Dec 9, 2013 is 13.6 with a coefficient of variation of 0.82. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 13.56, and mean deviation of 0.1. The Fund did not receive any noticable media coverage during the period.