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GMO Quality Fund (GQEFX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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33.08-0.09 (-0.27%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★
Number of years up16
Number of years down3
Best 1-yr total return (27 June 2024)31.79%
Worst 1-yr total return (27 June 2024)N/A

Risk statistics

3 years
GQEFXCategory average
5 years
GQEFXCategory average
10 years
GQEFXCategory average
Alpha
1.22-0.01
2.01-0.01
2.22-0.01
BETA
0.90.01
0.90.01
0.90.01
Mean annual return
0.930.01
1.420.01
1.180.01
R-squared
93.310.94
94.620.95
92.820.95
Standard deviation
16.640.17
16.860.19
14.240.15
Sharpe ratio
0.480
0.880.01
0.890.01
Treynor ratio
7.80.03
16.120.1
13.890.1