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GMO Series Trust - GMO Quality Series Fund (GQURX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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11.91-0.05 (-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)31.41%
Worst 1 Yr Total Return (Feb 3, 2019)18.43%

Risk Statistics

3 Years
GQURXCategory Average
5 Years
GQURXCategory Average
10 Years
GQURXCategory Average
Alpha
2.83-0.01
3.34-0.01
2.62-0.01
BETA
0.880.01
0.870.01
0.850.01
Mean Annual Return
1.360.01
1.410.01
1.210.01
R-squared
96.390.94
92.430.95
90.750.95
Standard Deviation
16.910.17
13.820.19
12.050.15
Sharpe Ratio
0.870
1.140.01
1.160.01
Treynor Ratio
16.380.03
18.390.1
16.690.1