Gmo Opportunistic Income Fund Market Value
| GAAAX Fund | USD 24.36 0.02 0.08% |
| Symbol | Gmo |
Gmo Opportunistic '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 Opportunistic'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 Opportunistic.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Gmo Opportunistic on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Gmo Opportunistic Income or generate 0.0% return on investment in Gmo Opportunistic over 90 days. Gmo Opportunistic is related to or competes with Goldman Sachs, Ab Select, Chartwell Short, Franklin Federal, Quantitative, Calvert Short, and Short-intermediate. The fund invests primarily in securitized credit securities More
Gmo Opportunistic 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 Opportunistic'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 Opportunistic Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0597 | |||
| Information Ratio | (1.47) | |||
| Maximum Drawdown | 0.2466 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.1232 |
Gmo Opportunistic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Opportunistic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gmo Opportunistic's standard deviation. In reality, there are many statistical measures that can use Gmo Opportunistic historical prices to predict the future Gmo Opportunistic's volatility.| Risk Adjusted Performance | 0.0673 | |||
| Jensen Alpha | 0.0052 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (1.49) | |||
| Treynor Ratio | (0.49) |
Gmo Opportunistic February 12, 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 | 0.0673 | |||
| Market Risk Adjusted Performance | (0.48) | |||
| Mean Deviation | 0.0498 | |||
| Downside Deviation | 0.0597 | |||
| Coefficient Of Variation | 421.9 | |||
| Standard Deviation | 0.0607 | |||
| Variance | 0.0037 | |||
| Information Ratio | (1.47) | |||
| Jensen Alpha | 0.0052 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (1.49) | |||
| Treynor Ratio | (0.49) | |||
| Maximum Drawdown | 0.2466 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.1232 | |||
| Downside Variance | 0.0036 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.07) | |||
| Skewness | 0.3799 | |||
| Kurtosis | 0.2335 |
Gmo Opportunistic Income Backtested Returns
At this stage we consider Gmo Mutual Fund to be very steady. Gmo Opportunistic Income holds Efficiency (Sharpe) Ratio of 0.25, which attests that the entity had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Gmo Opportunistic Income, which you can use to evaluate the volatility of the entity. Please check out Gmo Opportunistic's Coefficient Of Variation of 421.9, market risk adjusted performance of (0.48), and Risk Adjusted Performance of 0.0673 to validate if the risk estimate we provide is consistent with the expected return of 0.0151%. The fund retains a Market Volatility (i.e., Beta) of -0.009, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gmo Opportunistic are expected to decrease at a much lower rate. During the bear market, Gmo Opportunistic is likely to outperform the market.
Auto-correlation | 0.73 |
Good predictability
Gmo Opportunistic Income has good predictability. Overlapping area represents the amount of predictability between Gmo Opportunistic time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th of February 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 Opportunistic Income price movement. The serial correlation of 0.73 indicates that around 73.0% of current Gmo Opportunistic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Opportunistic 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 Opportunistic security.
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