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GMO Systematic Global Macro USD (0P0000ZA42)

Other OTC - Other OTC Delayed price. Currency in USD
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27.77-0.06 (-0.22%)
At close: 04:00PM EDT

Risk overview

Morningstar risk rating★★★★
Number of years up8
Number of years down2
Best 1-yr total return (16 May 2024)10.72%
Worst 1-yr total return (16 May 2024)N/A

Risk statistics

3 years
0P0000ZA42Category average
5 years
0P0000ZA42Category average
10 years
0P0000ZA42Category average
Alpha
0.72N/A
-1.07N/A
0.89N/A
BETA
0.2N/A
0.14N/A
0.35N/A
Mean annual return
0.26N/A
0.1N/A
0.26N/A
R-squared
3.24N/A
1.41N/A
4.5N/A
Standard deviation
8.74N/A
8.52N/A
8.89N/A
Sharpe ratio
0.01N/A
-0.11N/A
0.18N/A
Treynor ratio
-1.57N/A
-9.3N/A
3.55N/A