GMO Small Market Risk Adjusted Performance
| GMAWX Fund | | | 24.23 0.01 0.04% |
The Market Risk Adjusted Performance lookup presents technical context for Gmo Small Cap and related instruments. Availability can vary by instrument;
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Risk vs Return Analysis provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The allocation includes a position in Gmo Small Cap within the allocation view. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
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Gmo Small Cap has current Market Risk Adjusted Performance of 0.0305.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0305 | |
| ER[a] | = | Expected return on investing in GMO Small |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
GMO Small Market Risk Adjusted Performance Peers Comparison
GMO Market Risk Adjusted Performance Relative To Other Indicators
Gmo Small Cap is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
156.90 of Maximum Drawdown per Market Risk Adjusted Performance. At
156.90 , Gmo Small Cap's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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