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Quantitative U.S. Long/Short Equity Portfolio (GTAPX)

Nasdaq - Nasdaq Delayed Price. Currency in USD

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13.59

+0.01

(+0.07%)

At close: 08:00PM EDT

Risk Overview

Morningstar Risk Rating★★

Number of Years Up12

Number of Years Down5

Best 1 Yr Total Return (May 2, 2024)17.72%

Worst 1 Yr Total Return (May 2, 2024)N/A

Risk Statistics

3 Years

GTAPXCategory Average

5 Years

GTAPXCategory Average

10 Years

GTAPXCategory Average

Alpha

2.86-0.02

-0.95-0.02

-1.48-0.03

BETA

0.20.01

0.310

0.330.01

Mean Annual Return

0.60.01

0.410.01

0.320

R-squared

22.470.58

41.440.54

45.60.54

Standard Deviation

7.220.13

8.910.11

7.380.1

Sharpe Ratio

0.560

0.310.01

0.30

Treynor Ratio

20.390.05

7.880.16

6.210.07