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    GMO US Treasury (GUSTX)

    25.01 0.00(0.00%) Apr 28

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up6
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):0.11%
    Worst 1 Yr Total Return(Dec 30, 2014):0.04%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticGUSTXCategory
    Alpha (against Standard Index)0.04-0.38
    Beta (against Standard Index)0.000.30
    Mean Annual Return0.010.04
    R-squared (against Standard Index)0.6459.82
    Standard Deviation0.061.15
    Sharpe Ratio0.710.27
    Treynor Ratio26.841.19
    5 Years
    StatisticGUSTXCategory
    Alpha (against Standard Index)0.03-0.24
    Beta (against Standard Index)0.000.29
    Mean Annual Return0.010.07
    R-squared (against Standard Index)0.0254.18
    Standard Deviation0.061.06
    Sharpe Ratio0.560.72
    Treynor Ratio-114.712.00
    10 Years
    StatisticGUSTXCategory
    Alpha (against Standard Index)N/A0.08
    Beta (against Standard Index)N/A0.36
    Mean Annual ReturnN/A0.21
    R-squared (against Standard Index)N/A48.65
    Standard DeviationN/A1.73
    Sharpe RatioN/A0.89
    Treynor RatioN/A4.45