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GMO International Equity IV (GMCFX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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24.40-0.19 (-0.77%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up16
Number of years down9
Best 1-yr total return (20 Jun 2024)25.82%
Worst 1-yr total return (20 Jun 2024)N/A

Risk statistics

3 years
GMCFXCategory average
5 years
GMCFXCategory average
10 years
GMCFXCategory average
Alpha
4.88-0.04
4.17-0.03
0.3-0.01
BETA
0.990.01
1.010.01
1.010.01
Mean annual return
0.540.01
1.030.01
0.450
R-squared
91.460.92
93.010.91
91.940.9
Standard deviation
16.930.2
18.270.17
15.860.16
Sharpe ratio
0.190
0.550
0.240
Treynor ratio
1.960.04
8.860.07
2.640.04