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GMO Benchmark-Free Allocation R6 (GBMSX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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27.04+0.02 (+0.07%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★
Number of years up2
Number of years down1
Best 1-yr total return (2 Jul 2024)13.40%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
GBMSXCategory average
5 years
GBMSXCategory average
10 years
GBMSXCategory average
Alpha
1.63-0.04
-0.81-0.03
-1.48-0.03
BETA
0.560.01
0.650.01
0.690.01
Mean annual return
0.350.01
0.350.01
0.260.01
R-squared
56.720.89
62.320.89
67.380.89
Standard deviation
9.30.13
10.130.11
8.460.1
Sharpe ratio
0.080.01
0.180.01
0.180.01
Treynor ratio
0.660.06
2.150.06
1.70.05