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GMO Global Equity Allocation Fund (GAAUX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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28.85+0.04 (+0.14%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up2
Number of years down1
Best 1-yr total return (27 Jun 2024)22.08%
Worst 1-yr total return (27 Jun 2024)N/A

Risk statistics

3 years
GAAUXCategory average
5 years
GAAUXCategory average
10 years
GAAUXCategory average
Alpha
-2.04-0.05
-1.17-0.04
-1.94-0.01
BETA
0.930.01
0.970.01
0.990.01
Mean annual return
0.340.01
0.930.01
0.590.01
R-squared
89.090.9
91.60.88
92.610.87
Standard deviation
16.620.2
17.890.16
15.20.15
Sharpe ratio
0.050
0.50.01
0.370.01
Treynor ratio
-0.490.08
7.970.09
4.640.08