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GMO SGM Major Markets III (GSMFX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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24.27+0.01 (+0.04%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up8
Number of years down3
Best 1-yr total return (9 Oct 2023)7.48%
Worst 1-yr total return (9 Oct 2023)N/A

Risk statistics

3 years
GSMFXCategory average
5 years
GSMFXCategory average
10 years
GSMFXCategory average
Alpha
-0.63-0
-0.4-0.01
0.84-0
BETA
0.070
0.040
0.060
Mean annual return
0.150
0.140
0.210
R-squared
3.250.45
1.830.42
2.360.48
Standard deviation
6.410.08
6.080.07
5.820.06
Sharpe ratio
-0.040
-0.020
0.220
Treynor ratio
-6.520.23
-6.90.09
18.470.05