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GMO Risk Premium III (GMRPX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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At close: 09:00PM EDT
Risk overview
Morningstar risk rating★★★
Number of years up6
Number of years down2
Best 1-yr total return (3 Feb 2019)14.60%
Worst 1-yr total return (3 Feb 2019)-7.41%
Risk statistics
3 years
GMRPXCategory average5 years
GMRPXCategory average10 years
GMRPXCategory averageAlpha
-5.4-0.04
-2.99-0.03
N/A-0.03
BETA
1.110.01
1.060.01
N/A0.01
Mean annual return
0.260.01
0.650.01
N/A0.01
R-squared
89.780.89
84.010.89
N/A0.89
Standard deviation
13.550.13
10.690.11
N/A0.1
Sharpe ratio
0.120.01
0.620.01
N/A0.01
Treynor ratio
0.630.06
5.970.06
N/A0.05
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