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GMO Trust - GMO Risk Premium Fund (GMOKX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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27.680.00 (0.00%)
At close: 09:00PM EDT

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up6
Number of Years Down2
Best 1 Yr Total Return (Feb 3, 2019)14.73%
Worst 1 Yr Total Return (Feb 3, 2019)-7.29%

Risk Statistics

3 Years
GMOKXCategory Average
5 Years
GMOKXCategory Average
10 Years
GMOKXCategory Average
Alpha
-5.3-0.04
-2.89-0.03
N/A-0.03
BETA
1.110.01
1.060.01
N/A0.01
Mean Annual Return
0.270.01
0.660.01
N/A0.01
R-squared
90.010.89
84.340.89
N/A0.89
Standard Deviation
13.520.13
10.670.11
N/A0.1
Sharpe Ratio
0.130.01
0.630.01
N/A0.01
Treynor Ratio
0.730.06
6.070.06
N/A0.05