Gmo High Risk Adjusted Performance

GMOZX Fund   18.04  0.03  0.17%   
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Gmo High Yield has current Risk Adjusted Performance of 0.0924.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0924
ER[a] = Expected return on investing in Gmo High
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Gmo High Risk Adjusted Performance Peers Comparison

Gmo Risk Adjusted Performance Relative To Other Indicators

Gmo High Yield is rated # 5 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  7.83  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Gmo High Yield is roughly  7.83 
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