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GMO Emerging Markets I (GEMEX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
Visitors trend10W9M
24.34+0.24 (+1.00%)
At close: 08:00PM EST

Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return (Nov 5, 2024)17.55%
Worst 1 Yr Total Return (Nov 5, 2024)N/A

Risk Statistics

3 Years
GEMEXCategory Average
5 Years
GEMEXCategory Average
10 Years
GEMEXCategory Average
Alpha
-6.790.02
-5.30.01
-2.67-0.01
BETA
0.990.01
0.960.01
1.010.01
Mean Annual Return
-0.320.01
0.140.01
0.270
R-squared
73.280.82
77.730.79
76.580.8
Standard Deviation
19.210.2
18.90.17
17.450.18
Sharpe Ratio
-0.410.01
-0.050.01
0.080
Treynor Ratio
-9.60.1
-2.780.11
-0.080.04