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GMO Global Asset Allocation III (GMWAX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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33.32-0.11 (-0.33%)
As of 08:05AM EDT. Market open.

Risk overview

Morningstar risk rating★★
Number of years up21
Number of years down6
Best 1-yr total return (21 May 2024)22.39%
Worst 1-yr total return (21 May 2024)N/A

Risk statistics

3 years
GMWAXCategory average
5 years
GMWAXCategory average
10 years
GMWAXCategory average
Alpha
0.12-0.04
-0.49-0.03
-1.4-0.03
BETA
0.910.01
0.950.01
0.960.01
Mean annual return
0.140.01
0.440.01
0.360.01
R-squared
89.380.89
91.380.89
90.430.89
Standard deviation
12.10.13
12.50.11
10.10.1
Sharpe ratio
-0.120.01
0.250.01
0.280.01
Treynor ratio
-2.410.06
2.550.06
2.420.05