GAAUX
GMO Global Equity Allocation-I
$27.98
-0.16 (-0.57%)
Currency in USD / Last Updated: 4/15/2024
| Category | World Large Value |
|---|---|
| Market Cap | 725.11M |
| 52 Week High | 28.86 |
| 52 Week Low | 23.359 |
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Key Data
| Symbol | GAAUX |
|---|---|
| Type | Mutual Fund |
| Category | World Large Value |
| Price | 27.98 |
| Price Yesterday | 28.14 |
| Market Cap | 725.11 |
| YTD Return | 3.40% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0067 |
Overview
| 52 Week High | 28.86 |
|---|---|
| 52 Week Low | 23.36 |
| Market Cap | 725.11M |
| Shares Outstanding | 25.92M |
| Income Dividend Yield | 5.38% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 5.38% |
Returns Annualized
| One Day | -76.27% |
|---|---|
| Five Days | -76.30% |
| One Months | -6.94% |
| Three Months | 17.60% |
| Six Months | 32.95% |
| Nine Months | 14.21% |
| One Year | 16.89% |
| Three Years | 2.36% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 12.43% |
| Since Inception | 8.82% |
Returns Total
| One Day | -0.57% |
|---|---|
| Five Days | -2.81% |
| One Month | -0.57% |
| Three Months | 4.13% |
| Six Months | 15.16% |
| Nine Months | 10.47% |
| One Year | 16.80% |
| Three Years | 7.23% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 3.40% |
| Since Inception | 36.06% |
Yearly Returns
| 2024 | 3.40% |
|---|---|
| 2023 | 22.08% |
| 2022 | -17.08% |
| 2021 | 14.90% |
| 2020 | 13.14% |
| 2019 | 0.00% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -5.59% |
|---|---|
| Beta | 0.9 |
| Correlation | 96.04% |
| Downside Deviation | 2.53% |
| Coefficient of determination | 92.23% |
| Standard Deviation | 3.18% |
| Sharpe Ratio | -0.68 |
| Sortino | -2.96 |
| Treynor | 12.77 |
| Ulcer Index | 3.03 |
| Ulcer Performance Index | -2.47 |