Gmo Us Correlations

Mutual Funds . USA . 
Fund . Gmo Small Cap
GCAVX Fund  USD 21.25  0.13  0.62%   
The current 90-days correlation between Gmo Small Cap and Touchstone Sands Capital is 0.79 (i.e., Poor diversification). The correlation of Gmo Us is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Gmo Us Correlation With Market

Almost no diversification

The correlation between Gmo Small Cap and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Gmo Small Cap and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Gmo Small Cap. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in real.

Moving together with Gmo Mutual Fund

  0.97GUSOX Gmo TrustPairCorr
  0.8GUSTX Gmo TreasuryPairCorr
  0.93GEACX Gmo Trust Steady GrowthPairCorr
  0.93GEMEX Gmo Emerging MarketsPairCorr
  0.93GEMMX Gmo Emerging MarketsPairCorr
  0.93GEMNX Gmo Emerging MarketsPairCorr
  0.95GWOAX Gmo Global DevelopedPairCorr
  0.91IOVFX Gmo InternationalPairCorr
  0.95GHVIX Gmo High YieldPairCorr
  0.91GIEAX Gmo International EquityPairCorr
  0.92GIMFX Gmo ImplementationPairCorr
  0.88GIOTX Gmo InternationalPairCorr
  0.99GMAWX Gmo Small CapPairCorr
  0.99GMAYX Gmo Small CapPairCorr
  0.91GMAZX Gmo InternationalPairCorr
  0.89GMBCX Gmo InternationalPairCorr
  0.95GMADX Gmo Global EquityPairCorr
  0.88GMAHX Gmo Usonian JapanPairCorr
  0.88GMAKX Gmo Usonian JapanPairCorr
  0.93GMAQX Gmo Emerging MarketsPairCorr
  0.93GMAUX Gmo Emerging MarketsPairCorr
  0.89GMDFX Gmo Emerging CountryPairCorr
  0.89GMCDX Gmo Emerging NtryPairCorr
  0.88GMCFX Gmo International EquityPairCorr
  0.97GMCQX Gmo Equity AllocationPairCorr
  0.93GMEMX Gmo Emerging MarketsPairCorr
  0.95GMGEX Gmo Global EquityPairCorr
  0.88GMIIX Gmo Usonian JapanPairCorr
  0.68GMODX Gmo Opportunistic IncomePairCorr
  0.93GMOEX Gmo Emerging MarketsPairCorr
  0.69GMOHX Gmo Opportunistic IncomePairCorr
  0.88GMOIX Gmo International EquityPairCorr
  0.67GMOLX Gmo Opportunistic IncomePairCorr
  0.95GMOOX Gmo Global AssetPairCorr
  0.97PPADX Gmo TrustPairCorr
  0.97PPAEX Gmo TrustPairCorr
  0.97PPAJX Gmo Opportunistic ValuePairCorr

Related Correlations Analysis

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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.

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