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GMO Benchmark-Free Allocation IV (GBMBX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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26.91+0.01 (+0.04%)
As of 08:05AM EDT. Market open.

Risk overview

Morningstar risk rating★
Number of years up7
Number of years down4
Best 1-yr total return (23 Jun 2024)13.47%
Worst 1-yr total return (23 Jun 2024)N/A

Risk statistics

3 years
GBMBXCategory average
5 years
GBMBXCategory average
10 years
GBMBXCategory average
Alpha
1.58-0.04
-0.3-0.03
-1.25-0.03
BETA
0.550.01
0.650.01
0.690.01
Mean annual return
0.330.01
0.420.01
0.280.01
R-squared
56.520.89
63.460.89
67.860.89
Standard deviation
9.340.13
10.150.11
8.430.1
Sharpe ratio
0.080.01
0.280.01
0.220.01
Treynor ratio
0.670.06
3.730.06
2.150.05