Gmo Emerging Markets Fund Market Value
| GMAUX Fund | USD 17.03 0.02 0.12% |
| Symbol | Gmo |
Gmo Emerging '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 Emerging'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 Emerging.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Gmo Emerging on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Gmo Emerging Markets or generate 0.0% return on investment in Gmo Emerging over 90 days. Gmo Emerging is related to or competes with Blackrock Lifepath, T Rowe, T Rowe, T Rowe, T Rowe, and Transamerica Asset. Under normal circumstances at least 80 percent of the funds net assets directly and indirectly in companies tied economi... More
Gmo Emerging 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 Emerging'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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7969 | |||
| Information Ratio | 0.3633 | |||
| Maximum Drawdown | 6.53 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.94 |
Gmo Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gmo Emerging's standard deviation. In reality, there are many statistical measures that can use Gmo Emerging historical prices to predict the future Gmo Emerging's volatility.| Risk Adjusted Performance | 0.3757 | |||
| Jensen Alpha | 0.4084 | |||
| Total Risk Alpha | 0.3192 | |||
| Sortino Ratio | 0.4371 | |||
| Treynor Ratio | 0.9926 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gmo Emerging'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 Emerging February 27, 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 | 0.3757 | |||
| Market Risk Adjusted Performance | 1.0 | |||
| Mean Deviation | 0.7057 | |||
| Downside Deviation | 0.7969 | |||
| Coefficient Of Variation | 203.76 | |||
| Standard Deviation | 0.9587 | |||
| Variance | 0.9191 | |||
| Information Ratio | 0.3633 | |||
| Jensen Alpha | 0.4084 | |||
| Total Risk Alpha | 0.3192 | |||
| Sortino Ratio | 0.4371 | |||
| Treynor Ratio | 0.9926 | |||
| Maximum Drawdown | 6.53 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.94 | |||
| Downside Variance | 0.6351 | |||
| Semi Variance | (0.16) | |||
| Expected Short fall | (0.88) | |||
| Skewness | 0.8467 | |||
| Kurtosis | 3.81 |
Gmo Emerging Markets Backtested Returns
Gmo Emerging appears to be very steady, given 3 months investment horizon. Gmo Emerging Markets holds Efficiency (Sharpe) Ratio of 0.48, which attests that the entity had a 0.48 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Gmo Emerging Markets, which you can use to evaluate the volatility of the entity. Please utilize Gmo Emerging's Coefficient Of Variation of 203.76, risk adjusted performance of 0.3757, and Market Risk Adjusted Performance of 1.0 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gmo Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gmo Emerging is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
Gmo Emerging Markets has very good predictability. Overlapping area represents the amount of predictability between Gmo Emerging time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Emerging Markets price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Gmo Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
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 Emerging 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 Emerging security.
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