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GBMFX: GMO BENCHMARK-FREE ALLOCATION FUND CLASS III (MUTUAL FUND)
Basic Info 26.72 0.04(0.15%) March 28
Asset Class: | World Allocation |
MyPlanIQ Rating: | (92%) |
Start Date: | 07/23/2003 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 3.16% |
Expenses | 1.11% |
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Performance Analytics (As of 03/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 07/23/2003 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 3.0 | 15.3 | 3.9 | 3.9 | 2.8 | 5.1 | 4.2 | 5.2 | 7.6 | -2.0 | 2.7 | -3.1 | 11.6 | -5.4 | 13.0 | 3.4 | -4.9 | -1.6 | 9.6 | 10.0 | 4.0 | 4.8 | 20.5 | -13.4 | 0.2 | 4.4 | 10.4 | 14.6 | 19.4 |
Sharpe Ratio | NA | 1.13 | 1.66 | 0.18 | 0.24 | 0.22 | NA | NA | 0.51 | 0.41 | -0.44 | 0.46 | -0.21 | 1.76 | -1.05 | 3.54 | 0.42 | -0.62 | -0.26 | 1.6 | 1.67 | 0.45 | 0.62 | 2.27 | -1.33 | -0.25 | 0.13 | 1.3 | 1.61 | 8.06 |
Draw Down(%) | NA | 2.1 | 4.2 | 14.4 | 23.4 | 23.4 | NA | NA | 27.6 | 4.9 | 13.2 | 8.3 | 23.4 | 4.7 | 10.5 | 1.2 | 7.2 | 11.4 | 7.0 | 5.4 | 5.7 | 5.8 | 7.3 | 8.6 | 16.0 | 8.9 | 11.3 | 4.1 | 10.1 | 1.8 |
Standard Deviation(%) | NA | 6.2 | 6.8 | 6.9 | 9.2 | 8.0 | NA | NA | 8.2 | 8.2 | 7.7 | 5.8 | 15.8 | 5.8 | 6.4 | 3.5 | 7.6 | 8.0 | 6.1 | 6.0 | 6.0 | 8.8 | 7.6 | 9.0 | 10.7 | 10.9 | 8.7 | 6.4 | 8.5 | 6.0 |
Treynor Ratio | NA | 0.12 | 0.17 | 0.03 | 0.07 | 0.04 | NA | NA | 0.08 | 0.06 | -0.12 | 0.08 | -3.65 | 0.17 | -0.11 | 0.17 | 0.04 | -0.06 | -0.02 | 0.13 | 0.17 | 0.07 | 0.07 | 0.39 | -0.33 | -0.03 | 0.01 | 0.13 | 0.16 | 0.77 |
Alpha | NA | -0.02 | 0.01 | 0.01 | 0.0 | 0.0 | NA | NA | 0.0 | -0.01 | 0.01 | 0.0 | -0.01 | 0.0 | -0.01 | 0.01 | 0.0 | -0.02 | -0.01 | 0.0 | 0.01 | 0.02 | -0.01 | 0.03 | -0.02 | -0.05 | -0.03 | 0.01 | 0.01 | 0.07 |
Beta | NA | 0.58 | 0.68 | 0.37 | 0.34 | 0.45 | NA | NA | 0.52 | 0.56 | 0.28 | 0.34 | 0.01 | 0.58 | 0.6 | 0.72 | 0.85 | 0.84 | 0.65 | 0.71 | 0.6 | 0.56 | 0.66 | 0.53 | 0.43 | 0.85 | 0.8 | 0.62 | 0.88 | 0.63 |
RSquared | NA | 0.61 | 0.65 | 0.37 | 0.2 | 0.32 | NA | NA | 0.46 | 0.34 | 0.31 | 0.28 | 0.0 | 0.35 | 0.62 | 0.65 | 0.89 | 0.74 | 0.51 | 0.8 | 0.71 | 0.89 | 0.89 | 0.65 | 0.67 | 0.4 | 0.48 | 0.36 | 0.6 | 0.5 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/23/2003
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