Gmo Us Related Correlations
GUSTX Fund | USD 5.00 0.00 0.00% |
Correlations
0.96 | 0.96 | 0.93 | 0.98 | 0.99 | EASDX | ||
0.96 | 1.0 | 0.89 | 0.93 | 0.95 | VFIRX | ||
0.96 | 1.0 | 0.89 | 0.93 | 0.95 | VFISX | ||
0.93 | 0.89 | 0.89 | 0.95 | 0.93 | FUMBX | ||
0.98 | 0.93 | 0.93 | 0.95 | 0.99 | ECLDX | ||
0.99 | 0.95 | 0.95 | 0.93 | 0.99 | EILDX | ||
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Gmo Mutual Fund performing well and Gmo Us Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Gmo Us' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
EASDX | 0.23 | (0.04) | 0.00 | (0.08) | 0.00 | 0.42 | 1.94 | |||
VFIRX | 0.14 | (0.02) | 0.00 | (0.15) | 0.00 | 0.31 | 1.23 | |||
VFISX | 0.14 | (0.02) | 0.00 | (0.15) | 0.00 | 0.31 | 1.23 | |||
FUMBX | 0.14 | (0.03) | 0.00 | (0.19) | 0.00 | 0.20 | 1.10 | |||
ECLDX | 0.24 | (0.04) | 0.00 | (0.13) | 0.00 | 0.42 | 2.08 | |||
EILDX | 0.24 | (0.04) | 0.00 | (0.10) | 0.00 | 0.42 | 1.95 |