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GMO Risk Premium VI (GMOKX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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27.680.00 (0.00%)
As of 09:00PM EDT. Market open.

Risk overview

Morningstar risk rating★★★
Number of years up6
Number of years down2
Best 1-yr total return (3 Feb 2019)14.73%
Worst 1-yr total return (3 Feb 2019)-7.29%

Risk statistics

3 years
GMOKXCategory average
5 years
GMOKXCategory average
10 years
GMOKXCategory average
Alpha
-5.3-0.04
-2.89-0.03
N/A-0.03
BETA
1.110.01
1.060.01
N/A0.01
Mean annual return
0.270.01
0.660.01
N/A0.01
R-squared
90.010.89
84.340.89
N/A0.89
Standard deviation
13.520.13
10.670.11
N/A0.1
Sharpe ratio
0.130.01
0.630.01
N/A0.01
Treynor ratio
0.730.06
6.070.06
N/A0.05