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GMO Emerging Country Debt Fund (GMCDX)

NasdaqGM - NasdaqGM Delayed Price. Currency in USD
20.68-0.07 (-0.34%)
At close: 08:06AM EDT

Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up23
Number of Years Down6
Best 1 Yr Total Return (Oct 30, 2024)50.17%
Worst 1 Yr Total Return (Oct 30, 2024)N/A

Risk Statistics

3 Years
GMCDXCategory Average
5 Years
GMCDXCategory Average
10 Years
GMCDXCategory Average
Alpha
5.790.02
4.680.02
3.120.01
BETA
1.120.01
1.190.01
1.10.01
Mean Annual Return
0.340.01
0.40
0.420
R-squared
49.650.08
33.480.12
27.710.12
Standard Deviation
12.110.12
12.880.1
10.330.09
Sharpe Ratio
0.020
0.190
0.330
Treynor Ratio
-0.390.06
1.340.04
2.640.04