Asset Comparison and Correlation
|GMO Foreign III vs LKCM Small Cap Equity Instl|
Assuming 30 trading days horizon, GMO Foreign III is expected to under-perform the LKCM. In addition to that, GMO Foreign is 1.1 times more volatile than LKCM Small Cap Equity Instl. It trades about -0.29 of its total potential returns per unit of risk. LKCM Small Cap Equity Instl is currently generating about 0.02 per unit of volatility. If you would invest 2,544 in LKCM Small Cap Equity Instl on May 19, 2013 and sell it today you would earn a total of 5.00 from holding LKCM Small Cap Equity Instl or generate 0.2% return on investment over 30 days.
Over the last 30 days GMO Foreign III has generated negative risk-adjusted returns adding no value to investors with long positions.
99% of all equities and portfolios perform better than LKCM Small Cap Equity Instl. Compared with the overall equity markets, risk-adjusted returns on investments in LKCM Small Cap Equity Instl are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.