Gmo Benchmark Free Fund Manager Performance Evaluation
| GBFFX Fund | USD 19.41 0.05 0.26% |
The fund retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gmo Benchmark's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gmo Benchmark is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Gmo Benchmark Free Fund has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong technical and fundamental indicators, Gmo Benchmark is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.5900 |
Gmo |
Gmo Benchmark Relative Risk vs. Return Landscape
If you would invest 2,012 in Gmo Benchmark Free Fund on August 25, 2024 and sell it today you would lose (71.00) from holding Gmo Benchmark Free Fund or give up 3.53% of portfolio value over 90 days. Gmo Benchmark Free Fund is currently producing negative expected returns and takes up 0.4933% volatility of returns over 90 trading days. Put another way, 4% of traded mutual funds are less volatile than Gmo, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Gmo Benchmark Current Valuation
Fairly Valued
Today
Please note that Gmo Benchmark's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Gmo Benchmark Free retains a regular Real Value of $19.52 per share. The prevalent price of the fund is $19.41. We determine the value of Gmo Benchmark Free from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Gmo Benchmark is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Gmo Mutual Fund. However, Gmo Benchmark's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 19.41 | Real 19.52 | Hype 19.41 | Naive 19.18 |
The intrinsic value of Gmo Benchmark's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Gmo Benchmark's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Gmo Benchmark Free Fund helps investors to forecast how Gmo mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Gmo Benchmark more accurately as focusing exclusively on Gmo Benchmark's fundamentals will not take into account other important factors: Gmo Benchmark Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Benchmark's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Gmo Benchmark Free Fund, and traders can use it to determine the average amount a Gmo Benchmark's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1096
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GBFFX |
Estimated Market Risk
| 0.49 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Gmo Benchmark is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Gmo Benchmark by adding Gmo Benchmark to a well-diversified portfolio.
Gmo Benchmark Fundamentals Growth
Gmo Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Gmo Benchmark, and Gmo Benchmark fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Gmo Mutual Fund performance.
| Total Asset | 1.75 B | ||||
About Gmo Benchmark Performance
Evaluating Gmo Benchmark's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Gmo Benchmark has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Gmo Benchmark has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund invests its assets in direct investments, shares of other series of GMO Trust, including the Equity Funds, the Fixed Income Funds, the Implementation Funds, and the Alternative Funds, and shares of GMO-managed exchange-traded funds . It typically has substantial exposure to derivatives and short-sales.Things to note about Gmo Benchmark Free performance evaluation
Checking the ongoing alerts about Gmo Benchmark for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Gmo Benchmark Free help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Gmo Benchmark Free generated a negative expected return over the last 90 days | |
| The fund retains about 16.39% of its assets under management (AUM) in cash |
- Analyzing Gmo Benchmark's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Gmo Benchmark's stock is overvalued or undervalued compared to its peers.
- Examining Gmo Benchmark's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Gmo Benchmark's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Gmo Benchmark's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Gmo Benchmark's mutual fund. These opinions can provide insight into Gmo Benchmark's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Gmo Mutual Fund
Gmo Benchmark 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 Benchmark security.
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