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GMO Quality Cyclicals VI (GMAEX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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23.73+0.21 (+0.89%)
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)22.85%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
GMAEXCategory average
5 years
GMAEXCategory average
10 years
GMAEXCategory average
Alpha
-1.45-0.01
N/A-0.01
N/A-0
BETA
1.090.01
N/A0.01
N/A0.01
Mean annual return
0.460.01
N/A0.01
N/A0.01
R-squared
80.960.95
N/A0.93
N/A0.91
Standard deviation
20.270.18
N/A0.15
N/A0.15
Sharpe ratio
0.110.01
N/A0.01
N/A0.01
Treynor ratio
0.150.12
N/A0.12
N/A0.09