Singapore markets closed

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

Nasdaq - Nasdaq Delayed price. Currency in USD
Add to watchlist
10.64-0.08 (-0.75%)
At close: 07:45PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up5
Number of years down3
Best 1-yr total return (3 Feb 2019)27.37%
Worst 1-yr total return (3 Feb 2019)-17.86%

Risk statistics

3 years
GEARXCategory average
5 years
GEARXCategory average
10 years
GEARXCategory average
Alpha
-2.03-0.04
-0.8-0.03
-0.55-0.01
BETA
1.020.01
10.01
0.980.01
Mean annual return
0.370.01
0.750.01
0.440
R-squared
96.010.92
95.480.91
95.530.9
Standard deviation
18.940.2
15.810.17
15.220.16
Sharpe ratio
0.160
0.490
0.310
Treynor ratio
1.190.04
6.820.07
3.680.04