Gmo Trust - Special Opportunities Fund (GSOFX)
Nasdaq - Nasdaq Delayed Price. Currency in USD
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Risk Overview
Morningstar Risk Rating★★★★★
Number of Years Up5
Number of Years Down1
Best 1 Yr Total Return (Feb 3, 2019)193.70%
Worst 1 Yr Total Return (Feb 3, 2019)-9.01%
Risk Statistics
3 Years
GSOFXCategory Average5 Years
GSOFXCategory Average10 Years
GSOFXCategory AverageAlpha
25.57-0.02
10.41-0.02
N/A-0.01
BETA
3.180.01
2.950.01
N/A0.01
Mean Annual Return
4.210.01
3.080.01
N/A0.01
R-squared
62.540.94
58.140.93
N/A0.93
Standard Deviation
46.510.16
36.660.13
N/A0.12
Sharpe Ratio
1.050.01
0.980.01
N/A0.01
Treynor Ratio
15.20.08
11.780.08
N/A0.06
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