NYSEArca - Delayed Quote USD

GMO U.S. Quality ETF (QLTY)

31.08 +0.06 (+0.19%)
At close: 4:00 PM EDT

ETF Summary

The fund is an actively managed exchange-traded fund that seeks to achieve its investment objective by investing primarily in equities of U.S. companies that the fund’s adviser, Grantham, Mayo, Van Otterloo & Co. LLC (“GMO” or the “Adviser”), believes to be of high quality. Equity securities primarily include common and preferred stocks and, to a lesser extent, other stock-related securities, such as convertible securities, depositary receipts, equity real estate investment trusts, income trusts, and securities of other investment companies that investment primarily in equity securities.

Risk Overview

Performance & Risk

YTD Return 16.86%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.00
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
QLTYCategory AverageQLTYCategory AverageQLTYCategory Average
Alpha 0 -1.52 0 -1.12 0 -1.2
BETA 0 0.95 0 0.98 0 0.99
Mean Annual Return 0 0.74 0 1.25 0 0.99
R-squared 0 93.99 0 95.11 0 95.1
Standard Deviation 0 17.52 0 18.32 0 15.51
Sharpe Ratio 0 0.32 0 0.7 0 0.67
Treynor Ratio 0 4.49 0 12.18 0 9.75

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