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GMO Systematic Global Macro USD (0P0000ZA42)

OTC Markets OTCPK - OTC Markets OTCPK Delayed price. Currency in USD
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26.93+0.13 (+0.49%)
At close: 04:00PM EDT

Risk overview

Morningstar risk rating★★★★
Number of years up8
Number of years down2
Best 1-yr total return (12 Jun 2024)10.72%
Worst 1-yr total return (12 Jun 2024)N/A

Risk statistics

3 years
0P0000ZA42Category average
5 years
0P0000ZA42Category average
10 years
0P0000ZA42Category average
Alpha
0.18N/A
0.16N/A
0.92N/A
BETA
0.2N/A
0.14N/A
0.35N/A
Mean annual return
0.24N/A
0.21N/A
0.27N/A
R-squared
3.32N/A
1.43N/A
4.56N/A
Standard deviation
8.68N/A
8.21N/A
8.9N/A
Sharpe ratio
-0.05N/A
0.04N/A
0.18N/A
Treynor ratio
-3.96N/A
0N/A
3.65N/A