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GMO Series Trust - GMO Quality Series Fund (GQPSX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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11.92-0.05 (-0.42%)
At close: 09:00PM EDT

Risk Overview

Morningstar Risk Rating
Number of Years Up2
Number of Years DownN/A
Best 1 Yr Total Return (Feb 3, 2019)31.22%
Worst 1 Yr Total Return (Feb 3, 2019)18.38%

Risk Statistics

3 Years
GQPSXCategory Average
5 Years
GQPSXCategory Average
10 Years
GQPSXCategory Average
Alpha
2.75-0.01
3.3-0.01
2.6-0.01
BETA
0.880.01
0.870.01
0.840.01
Mean Annual Return
1.350.01
1.40.01
1.210.01
R-squared
96.240.94
92.290.95
90.660.95
Standard Deviation
16.860.17
13.780.19
12.030.15
Sharpe Ratio
0.870
1.130.01
1.160.01
Treynor Ratio
16.290.03
18.360.1
16.680.1