Gmo International Opportunistic Fund Market Value
| GMBCX Fund | 17.93 0.47 2.55% |
| 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.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Gmo International on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Gmo International Opportunistic or generate 0.0% return on investment in Gmo International over 90 days. Gmo International is related to or competes with Qs Us, Small Cap, Omni Small-cap, Commonwealth Global, Vanguard European, Summit Global, and Semiconductor Ultrasector. The adviser seeks to achieve the funds investment objective by investing the funds assets primarily in international equ... 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 Opportunistic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.666 | |||
| Information Ratio | 0.2365 | |||
| Maximum Drawdown | 18.01 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.56 |
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 | 0.2012 | |||
| Jensen Alpha | 0.547 | |||
| Total Risk Alpha | 0.4384 | |||
| Sortino Ratio | 0.7599 | |||
| Treynor Ratio | (4.91) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gmo International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Gmo International March 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2012 | |||
| Market Risk Adjusted Performance | (4.90) | |||
| Mean Deviation | 0.8003 | |||
| Downside Deviation | 0.666 | |||
| Coefficient Of Variation | 387.08 | |||
| Standard Deviation | 2.14 | |||
| Variance | 4.58 | |||
| Information Ratio | 0.2365 | |||
| Jensen Alpha | 0.547 | |||
| Total Risk Alpha | 0.4384 | |||
| Sortino Ratio | 0.7599 | |||
| Treynor Ratio | (4.91) | |||
| Maximum Drawdown | 18.01 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.56 | |||
| Downside Variance | 0.4436 | |||
| Semi Variance | (0.34) | |||
| Expected Short fall | (1.01) | |||
| Skewness | 6.93 | |||
| Kurtosis | 53.23 |
Gmo International Backtested Returns
Gmo International appears to be not too volatile, given 3 months investment horizon. Gmo International holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22 % return per unit of risk over the last 3 months. By evaluating Gmo International's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please utilize Gmo International's Coefficient Of Variation of 387.08, risk adjusted performance of 0.2012, and Market Risk Adjusted Performance of (4.90) to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gmo International are expected to decrease at a much lower rate. During the bear market, Gmo International is likely to outperform the market.
Auto-correlation | 0.85 |
Very good predictability
Gmo International Opportunistic has very good predictability. Overlapping area represents the amount of predictability between Gmo International time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 2026. 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 price movement. The serial correlation of 0.85 indicates that around 85.0% of current Gmo International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
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.
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