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GMO Strategic Opportunities Allocation Fund (GBATX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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17.33+0.01 (+0.06%)
At close: 08:05AM EDT

Risk overview

Morningstar risk rating★★★
Number of years up14
Number of years down4
Best 1-yr total return (6 May 2024)21.13%
Worst 1-yr total return (6 May 2024)N/A

Risk statistics

3 years
GBATXCategory average
5 years
GBATXCategory average
10 years
GBATXCategory average
Alpha
2.12-0.04
1.01-0.03
-0.7-0.03
BETA
0.940.01
1.050.01
1.080.01
Mean annual return
0.30.01
0.60.01
0.460.01
R-squared
82.090.89
85.290.89
85.80.89
Standard deviation
12.960.13
14.260.11
11.70.1
Sharpe ratio
0.040.01
0.350.01
0.340.01
Treynor ratio
-0.340.06
3.940.06
3.170.05