Gmo Trust Competition

PPADX Fund

21.73 0.17 0.79%

Gmo Trust competes with American Century, Queens Road, Foundry Partners, Ab Small, and Victory Rs; as well as few others. The fund is listed under Large Value category and is part of GMO family. Analyzing Gmo Trust competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Gmo Trust to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Gmo Trust Correlation with its peers.

You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Gmo Trust competition on your existing holdings.

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Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gmo Trust'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.

Hype

Prediction

Low	Estimated	High
20.32	21.73	23.14

Details

Intrinsic

Valuation

Low	Real	High
20.68	22.09	23.50

Details

Gmo Trust Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Gmo Trust and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Gmo and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Gmo Trust does not affect the price movement of the other competitor.

	AVCNX	QRSVX	DRSVX	SCYVX	RSPMX	BRSVX	AFDVX	FISVX
AVCNX		0.89	0.93	0.92	0.92	0.93	0.96	0.93	AVCNX
QRSVX	0.89		0.9	0.96	0.92	0.8	0.92	0.98	QRSVX
DRSVX	0.93	0.9		0.95	0.96	0.93	0.97	0.94	DRSVX
SCYVX	0.92	0.96	0.95		0.96	0.88	0.95	0.98	SCYVX
RSPMX	0.92	0.92	0.96	0.96		0.92	0.96	0.94	RSPMX
BRSVX	0.93	0.8	0.93	0.88	0.92		0.94	0.85	BRSVX
AFDVX	0.96	0.92	0.97	0.95	0.96	0.94		0.95	AFDVX
FISVX	0.93	0.98	0.94	0.98	0.94	0.85	0.95		FISVX
	AVCNX	QRSVX	DRSVX	SCYVX	RSPMX	BRSVX	AFDVX	FISVX

Click cells to compare fundamentals

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Risk-Adjusted Indicators

There is a big difference between Gmo Mutual Fund performing well and Gmo Trust 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 Trust's 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.

	Mean Deviation	Jensen Alpha	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
AVCNX	0.91	(0.08)	(0.02)	2.02	(1.54)	12.00
QRSVX	0.79	(0.06)	(0.01)	1.51	(1.28)	10.13
DRSVX	0.79	(0.10)	(0.04)	1.67	(1.41)	10.09
SCYVX	0.90	(0.07)	(0.01)	1.75	(1.46)	10.44
RSPMX	0.80	(0.13)	(0.06)	1.56	(1.32)	11.47
BRSVX	0.98	(0.17)	(0.08)	1.94	(1.72)	13.25
AFDVX	0.77	(0.11)	(0.05)	1.46	(1.39)	9.23
FISVX	0.85	(0.07)	(0.01)	1.78	(1.57)	10.76

Unable to evaluate fundamental data of [AVCNX, QRSVX, DRSVX, SCYVX, RSPMX, BRSVX, AFDVX, FISVX] at this time. Please try again later

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Gmo Trust Competitive Analysis

The better you understand Gmo Trust competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Gmo Trust's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Gmo Trust's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	PPADX	AVCNX	QRSVX	DRSVX	SCYVX	RSPMX	BRSVX	AFDVX	FISVX
	0.79 21.73 Gmo	1.00 17.19 American	0.84 39.39 Queens	0.86 22.33 Foundry	0.88 14.90 SCYVX	0.86 28.25 Victory	1.07 37.67 Small	0.83 21.91 Applied	0.98 25.81 Fidelity
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Very Weak	Very Weak	Very Weak	Very Weak	Very Weak	Very Weak	Very Weak	Very Weak	Very Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Under Valued	Fairly Valued	Fairly Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Hold	Strong Hold	Strong Hold	Strong Hold	Strong Hold	Strong Hold	Strong Hold	Strong Hold	Strong Hold
Net Asset	540.33 M	550.58 M	494.64 M	238.21 M	332.3 M	440.89 M	549.58 M	417.18 M	900.31 M
Minimum Initial Investment	N/A	N/A	N/A	N/A	N/A	3 K	2 K	N/A	N/A
Price To Book	N/A	N/A	1.63	1.43	N/A	N/A	1.32	N/A	N/A
Five Year Return	N/A	N/A	10.14	8.28	6.91	N/A	15.51	14.53	7.25
One Year Return	N/A	10.54	12.03	5.2	13.33	N/A	5.36	10.83	9.99
Last Dividend Paid	N/A	N/A	0.09	0.16	N/A	N/A	0.2	0.02	N/A
Price To Earning	N/A	N/A	15.97	2.09	N/A	N/A	15.06	N/A	N/A
Price To Sales	N/A	N/A	0.63	0.68	N/A	N/A	0.61	N/A	N/A
Equity Positions Weight	N/A	100.0	89.43	95.74	98.92	99.84	96.94	92.67	99.98
Cash Position Weight	N/A	N/A	10.53	4.26	1.08	N/A	3.06	7.33	0.02
Three Year Return	N/A	10.85	6.89	7.34	1.97	N/A	4.69	6.93	3.76
Annual Yield	0.0172	0.0152	0.01	0.0085	0.0044	0.0078	0.008	0.0064	0.0156
Year To Date Return	N/A	8.84	10.67	3.28	10.95	N/A	3.61	9.3	8.03
Ten Year Return	N/A	N/A	6.75	5.7	N/A	N/A	6.03	N/A	N/A
Daily Balance Of Power	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T
Day Typical Price	21.73	17.19	39.39	22.33	14.9	28.25	37.67	21.91	25.81
Period Momentum Indicator	0.17	0.17	0.33	0.19	0.13	0.24	0.4	0.18	0.25
Rate Of Daily Change	1.01	1.01	1.01	1.01	1.01	1.01	1.01	1.01	1.01
Day Median Price	21.73	17.19	39.39	22.33	14.9	28.25	37.67	21.91	25.81
Price Action Indicator	0.085	0.085	0.16	0.095	0.065	0.12	0.2	0.09	0.13
Coefficient Of Variation	(1,048)	(7,193)	(16,884)	(2,944)	(17,200)	(2,000)	(1,447)	(1,997)	(24,939)
Mean Deviation	0.7155	0.9063	0.7942	0.7861	0.8963	0.7964	0.9792	0.7732	0.852
Jensen Alpha	(0.18)	(0.08)	(0.06)	(0.1)	(0.07)	(0.13)	(0.17)	(0.11)	(0.07)
Total Risk Alpha	(0.20)	(0.1)	(0.07)	(0.10)	(0.08)	(0.14)	(0.19)	(0.12)	(0.07)
Standard Deviation	1.38	1.48	1.24	1.22	1.37	1.36	1.59	1.16	1.33
Kurtosis	24.18	8.84	7.32	9.39	6.64	9.34	8.52	7.57	8.28
Potential Upside	1.24	2.02	1.51	1.67	1.75	1.56	1.94	1.46	1.78
Treynor Ratio	(0.13)	(0.02)	(0.01)	(0.04)	(0.01)	(0.06)	(0.08)	(0.05)	(0.01)
Maximum Drawdown	12.75	12.0	10.13	10.09	10.44	11.47	13.25	9.23	10.76
Variance	1.91	2.2	1.54	1.49	1.88	1.86	2.54	1.36	1.78
Market Risk Adjusted Performance	(0.12)	(0.01)	(0)	(0.03)	(0)	(0.05)	(0.07)	(0.04)	(0.0006)
Risk Adjusted Performance	(0.07)	(0.01)	(0)	(0.02)	(0.0005)	(0.04)	(0.05)	(0.04)	8.0E-4
Skewness	(3.43)	0.9356	(0.23)	1.34	0.619	(0.16)	0.3916	1.15	1.21
Information Ratio	(0.13)	(0.04)	(0.04)	(0.07)	(0.04)	(0.08)	(0.1)	(0.09)	(0.04)
Value At Risk	(1.26)	(1.54)	(1.28)	(1.41)	(1.46)	(1.32)	(1.72)	(1.39)	(1.57)

Gmo Trust Competition Performance Charts

Five steps to successful analysis of Gmo Trust Competition

Gmo Trust's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Gmo Trust in relation to its competition. Gmo Trust's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Gmo Trust in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Gmo Trust's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Gmo Trust, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

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Other Information on Investing in Gmo Mutual Fund

Gmo Trust 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 Trust security.

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