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GMO Benchmark-Free Allocation III (GBMFX)

Other OTC - Other OTC Delayed price. Currency in USD
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27.04+0.09 (+0.33%)
As of 08:05AM EDT. Market open.

Risk overview

Morningstar risk rating★
Number of years up15
Number of years down5
Best 1-yr total return (12 May 2024)20.65%
Worst 1-yr total return (12 May 2024)N/A

Risk statistics

3 years
GBMFXCategory average
5 years
GBMFXCategory average
10 years
GBMFXCategory average
Alpha
1.64-0.04
-0.78-0.03
-1.37-0.03
BETA
0.550.01
0.650.01
0.690.01
Mean annual return
0.310.01
0.320.01
0.260.01
R-squared
56.040.89
640.89
67.890.89
Standard deviation
9.290.13
10.180.11
8.390.1
Sharpe ratio
0.080.01
0.170.01
0.20.01
Treynor ratio
0.50.06
1.840.06
1.890.05