Gmo Alternative Allocation Fund Technical Analysis
| GAAKX Fund | USD 19.20 0.32 1.69% |
As of the 3rd of February, Gmo Alternative retains the Coefficient Of Variation of 292.4, market risk adjusted performance of 0.9202, and Risk Adjusted Performance of 0.2469. Gmo Alternative technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
Gmo Alternative Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Gmo, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to GmoGmo |
Gmo Alternative '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 Alternative'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 Alternative.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Gmo Alternative on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Gmo Alternative Allocation or generate 0.0% return on investment in Gmo Alternative over 90 days. Gmo Alternative is related to or competes with Ep Emerging, Shelton Emerging, Ashmore Emerging, Sp Midcap, Pace International, Artisan Emerging, and Calvert Developed. The fund seeks annualized returns of 4 percent above cash over a complete market cycle by obtaining long andor short exp... More
Gmo Alternative 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 Alternative'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 Alternative Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2777 | |||
| Information Ratio | 0.2369 | |||
| Maximum Drawdown | 3.02 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 1.0 |
Gmo Alternative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Alternative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gmo Alternative's standard deviation. In reality, there are many statistical measures that can use Gmo Alternative historical prices to predict the future Gmo Alternative's volatility.| Risk Adjusted Performance | 0.2469 | |||
| Jensen Alpha | 0.1629 | |||
| Total Risk Alpha | 0.1384 | |||
| Sortino Ratio | 0.4528 | |||
| Treynor Ratio | 0.9102 |
Gmo Alternative February 3, 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 | 0.2469 | |||
| Market Risk Adjusted Performance | 0.9202 | |||
| Mean Deviation | 0.3752 | |||
| Downside Deviation | 0.2777 | |||
| Coefficient Of Variation | 292.4 | |||
| Standard Deviation | 0.5306 | |||
| Variance | 0.2816 | |||
| Information Ratio | 0.2369 | |||
| Jensen Alpha | 0.1629 | |||
| Total Risk Alpha | 0.1384 | |||
| Sortino Ratio | 0.4528 | |||
| Treynor Ratio | 0.9102 | |||
| Maximum Drawdown | 3.02 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 1.0 | |||
| Downside Variance | 0.0771 | |||
| Semi Variance | (0.14) | |||
| Expected Short fall | (0.51) | |||
| Skewness | 1.99 | |||
| Kurtosis | 5.85 |
Gmo Alternative Allo Backtested Returns
Gmo Alternative appears to be very steady, given 3 months investment horizon. Gmo Alternative Allo holds Efficiency (Sharpe) Ratio of 0.36, which attests that the entity had a 0.36 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Gmo Alternative Allo, which you can use to evaluate the volatility of the entity. Please utilize Gmo Alternative's Risk Adjusted Performance of 0.2469, market risk adjusted performance of 0.9202, and Coefficient Of Variation of 292.4 to validate if our risk estimates are consistent with your expectations. 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 Alternative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gmo Alternative is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Gmo Alternative Allocation has very good predictability. Overlapping area represents the amount of predictability between Gmo Alternative time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Alternative Allo price movement. The serial correlation of 0.84 indicates that around 84.0% of current Gmo Alternative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Gmo Alternative technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Gmo Alternative Allo Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Normalized Average True Range is used to analyze tradable apportunities for Gmo Alternative Allo across different markets.
About Gmo Alternative Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Gmo Alternative Allocation on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Gmo Alternative Allocation based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Gmo Alternative Allo price pattern first instead of the macroeconomic environment surrounding Gmo Alternative Allo. By analyzing Gmo Alternative's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Gmo Alternative's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Gmo Alternative specific price patterns or momentum indicators. Please read more on our technical analysis page.
Gmo Alternative February 3, 2026 Technical Indicators
Most technical analysis of Gmo help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Gmo from various momentum indicators to cycle indicators. When you analyze Gmo charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2469 | |||
| Market Risk Adjusted Performance | 0.9202 | |||
| Mean Deviation | 0.3752 | |||
| Downside Deviation | 0.2777 | |||
| Coefficient Of Variation | 292.4 | |||
| Standard Deviation | 0.5306 | |||
| Variance | 0.2816 | |||
| Information Ratio | 0.2369 | |||
| Jensen Alpha | 0.1629 | |||
| Total Risk Alpha | 0.1384 | |||
| Sortino Ratio | 0.4528 | |||
| Treynor Ratio | 0.9102 | |||
| Maximum Drawdown | 3.02 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 1.0 | |||
| Downside Variance | 0.0771 | |||
| Semi Variance | (0.14) | |||
| Expected Short fall | (0.51) | |||
| Skewness | 1.99 | |||
| Kurtosis | 5.85 |
Gmo Alternative February 3, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Gmo stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.02 | ||
| Day Median Price | 19.20 | ||
| Day Typical Price | 19.20 | ||
| Price Action Indicator | 0.16 |
Other Information on Investing in Gmo Mutual Fund
Gmo Alternative 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 Alternative security.
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