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GMO Global Equity Allocation Fund (GAAUX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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28.85+0.04 (+0.14%)
At close: 08:00PM EDT

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return (Jun 27, 2024)22.08%
Worst 1 Yr Total Return (Jun 27, 2024)N/A

Risk Statistics

3 Years
GAAUXCategory Average
5 Years
GAAUXCategory Average
10 Years
GAAUXCategory Average
Alpha
-2.04-0.05
-1.17-0.04
-1.94-0.01
BETA
0.930.01
0.970.01
0.990.01
Mean Annual Return
0.340.01
0.930.01
0.590.01
R-squared
89.090.9
91.60.88
92.610.87
Standard Deviation
16.620.2
17.890.16
15.20.15
Sharpe Ratio
0.050
0.50.01
0.370.01
Treynor Ratio
-0.490.08
7.970.09
4.640.08