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GMO Benchmark-Free Allocation F (0P0000UZZL)

Dusseldorf - Dusseldorf Delayed Price. Currency in USD
24.44+0.08 (+0.33%)
As of 10:00PM CEST. Market open.
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Risk Overview

Morningstar Risk Rating
Number of Years Up6
Number of Years Down4
Best 1 Yr Total Return (Mar 27, 2023)13.10%
Worst 1 Yr Total Return (Mar 27, 2023)N/A

Risk Statistics

3 Years
0P0000UZZLCategory Average
5 Years
0P0000UZZLCategory Average
10 Years
0P0000UZZLCategory Average
Alpha
-0.76-0.04
-2.92-0.03
-1.94-0.03
BETA
0.620.01
0.670.01
0.720.01
Mean Annual Return
0.250.01
0.070.01
0.220.01
R-squared
600.89
64.60.89
68.50.89
Standard Deviation
11.280.13
10.040.11
8.210.1
Sharpe Ratio
0.170.01
-0.060.01
0.210.01
Treynor Ratio
2.080.06
-1.620.06
20.05
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