GMO IMPLEMENTATION Correlations

GIMFX Fund

USD 16.19 0.14 0.87%

A high positive correlation means the stock tends to rise and fall in tandem with the paired instrument. Current 90-days correlation between Gmo Implementation and Davis Financial Fund is 0.09 (i.e., Very good diversification).

Correlation Against Market - GMO IMPLEMENTATION

Moderate diversification

GMO IMPLEMENTATION currently posts a 0.2 correlation with Dow Jones, indicating a Moderate diversification relationship for the active sample. A 0.2 reading means GMO IMPLEMENTATION and Dow Jones have partial price overlap, offering some diversification benefit.

Risk vs Return Analysis provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. Gmo Implementation Fund can be tracked within a custom portfolio for ongoing monitoring. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence Gmo Implementation Fund's mutual fund valuation — related indicators include signals in price.

Moving together with GMO Mutual Fund

0.88	GUSOX	Gmo Trust	Pair Corr
0.71	GUSTX	Gmo Treasury	Pair Corr
0.94	GEMEX	Gmo Emerging Markets	Pair Corr
0.98	GIEAX	Gmo International Equity	Pair Corr
0.98	GIOTX	Gmo International	Pair Corr
0.7	GMAWX	Gmo Small Cap	Pair Corr
0.7	GMAYX	Gmo Small Cap	Pair Corr
0.98	GMAZX	Gmo International	Pair Corr
1.0	GMBCX	Gmo International	Pair Corr
0.94	GMADX	Gmo Global Equity	Pair Corr
0.95	GMAQX	Gmo Emerging Markets	Pair Corr
0.95	GMAUX	Gmo Emerging Markets	Pair Corr
0.96	GMDFX	Gmo Emerging Country	Pair Corr
0.96	GMCDX	Gmo Emerging Ntry	Pair Corr
0.94	GMGEX	Gmo Global Equity	Pair Corr
0.85	GMOHX	Gmo Opportunistic Income	Pair Corr
0.85	GMOLX	Gmo Opportunistic Income	Pair Corr
0.9	PPADX	Gmo Trust	Pair Corr
0.9	PPAEX	Gmo Trust	Pair Corr
0.96	GMOQX	Gmo Emerging Country	Pair Corr
0.84	GMOWX	Gmo Resources	Pair Corr
0.84	GOFIX	Gmo Resources	Pair Corr
0.9	UUOAX	Gmo Trust	Pair Corr
0.84	GOVIX	Gmo Resources	Pair Corr
0.93	GAAGX	Gmo Alternative	Pair Corr
0.82	GAAKX	Gmo Alternative	Pair Corr
0.94	GAAUX	Gmo Global Equity	Pair Corr
0.93	GAAVX	Gmo Alternative	Pair Corr
0.98	GAAWX	Gmo International	Pair Corr
1.0	GBFFX	Gmo Benchmark Free	Pair Corr
1.0	GBMBX	Gmo Benchmark Free	Pair Corr
1.0	GBMFX	Gmo Benchmark Free	Pair Corr

Related Correlations Analysis

	FIDSX	MCBXX	PFSQX	XFINX	VFAIX	FNPIX	ICFAX	RPFGX
FIDSX		0.0	0.97	0.86	0.97	0.95	0.93	0.95	FIDSX
MCBXX	0.0		0.0	0.0	0.0	0.0	0.0	0.0	MCBXX
PFSQX	0.97	0.0		0.83	0.97	0.95	0.87	0.92	PFSQX
XFINX	0.86	0.0	0.83		0.83	0.81	0.87	0.9	XFINX
VFAIX	0.97	0.0	0.97	0.83		1.0	0.86	0.92	VFAIX
FNPIX	0.95	0.0	0.95	0.81	1.0		0.83	0.9	FNPIX
ICFAX	0.93	0.0	0.87	0.87	0.86	0.83		0.93	ICFAX
RPFGX	0.95	0.0	0.92	0.9	0.92	0.9	0.93		RPFGX
	FIDSX	MCBXX	PFSQX	XFINX	VFAIX	FNPIX	ICFAX	RPFGX

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

FNPIX	+ 1.0	VFAIX
PFSQX	+ 0.97	FIDSX
VFAIX	+ 0.97	FIDSX
VFAIX	+ 0.97	PFSQX
FNPIX	+ 0.95	FIDSX
RPFGX	+ 0.95	FIDSX

High negative correlations

RPFGX	- 0.0	MCBXX
ICFAX	- 0.0	MCBXX
FNPIX	- 0.0	MCBXX
VFAIX	- 0.0	MCBXX
XFINX	- 0.0	MCBXX
PFSQX	- 0.0	MCBXX

Risk-Adjusted Indicators

Headline performance for GMO Mutual Fund may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
FIDSX	0.90	-0.06	-0.11	1.45	-1.84	6.16
MCBXX	0.00	0.00	0.00	0.00	0.00	0.00
PFSQX	1.05	0.05	-0.02	1.61	-1.97	14.31
XFINX	0.15	-0.04	-0.73	0.22	-0.43	1.29
VFAIX	0.83	-0.09	-0.14	1.24	-2.00	5.68
FNPIX	1.22	-0.14	-0.15	1.95	-3.01	8.25
ICFAX	0.72	-0.08	-0.15	1.54	-1.30	4.61
RPFGX	0.83	-0.15	0.82	1.36	-1.77	5.38

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