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GMO Series Trust - GMO International Equity Allocation Series Fund (GGASX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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10.68+0.13 (+1.23%)
At close: 09:00PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up4
Number of years down3
Best 1-yr total return (3 Feb 2019)25.80%
Worst 1-yr total return (3 Feb 2019)-13.10%

Risk statistics

3 years
GGASXCategory average
5 years
GGASXCategory average
10 years
GGASXCategory average
Alpha
1.470.05
1.490.03
2.780.04
BETA
1.040.01
0.980.01
0.870.01
Mean annual return
0.330.01
0.40.01
0.680.01
R-squared
96.250.86
94.980.83
93.050.83
Standard deviation
16.980.18
14.940.15
13.780.15
Sharpe ratio
0.130.01
0.240.01
0.540.01
Treynor ratio
0.760.11
2.620.12
7.770.1