Gmo International Equity Fund Market Value
| GMCFX Fund | USD 27.67 0.45 1.65% |
| Symbol | Gmo |
Gmo International 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Gmo International's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Gmo International.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Gmo International on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Gmo International Equity or generate 0.0% return on investment in Gmo International over 90 days. Gmo International is related to or competes with Rbc Bluebay, Rivernorthoaktree, Siit High, Transamerica High, and Aqr Alternative. The adviser seeks to achieve the funds investment objective by investing the funds assets primarily in non-U.S More
Gmo International Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Gmo International's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Gmo International Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9127 | |||
| Information Ratio | 0.2725 | |||
| Maximum Drawdown | 7.15 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.65 |
Gmo International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gmo International's standard deviation. In reality, there are many statistical measures that can use Gmo International historical prices to predict the future Gmo International's volatility.| Risk Adjusted Performance | 0.1572 | |||
| Jensen Alpha | 0.2364 | |||
| Total Risk Alpha | 0.31 | |||
| Sortino Ratio | 0.3146 | |||
| Treynor Ratio | 0.3331 |
Gmo International Equity Backtested Returns
At this stage we consider Gmo Mutual Fund to be very steady. Gmo International Equity holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Gmo International Equity, which you can use to evaluate the volatility of the entity. Please check out Gmo International's Risk Adjusted Performance of 0.1572, market risk adjusted performance of 0.3431, and Downside Deviation of 0.9127 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. The fund retains a Market Volatility (i.e., Beta) of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gmo International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gmo International is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
Gmo International Equity has modest predictability. Overlapping area represents the amount of predictability between Gmo International time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gmo International Equity price movement. The serial correlation of 0.52 indicates that about 52.0% of current Gmo International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Gmo International Equity lagged returns against current returns
Autocorrelation, which is Gmo International mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Gmo International's mutual fund expected returns. We can calculate the autocorrelation of Gmo International returns to help us make a trade decision. For example, suppose you find that Gmo International has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Gmo International regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Gmo International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gmo International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gmo International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Gmo International Lagged Returns
When evaluating Gmo International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gmo International mutual fund have on its future price. Gmo International autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Gmo International autocorrelation shows the relationship between Gmo International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Gmo International Equity.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Gmo Mutual Fund
Gmo International financial ratios help investors to determine whether Gmo Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Gmo with respect to the benefits of owning Gmo International security.
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |