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GIEAX: GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (MUTUAL FUND)
Basic Info 28.6 0.23(0.81%) April 26
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | (33%) |
Start Date: | 10/11/1996 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 4.89% |
Expenses | 0.67% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 10/14/1996 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.8 | 4.2 | 18.0 | -0.2 | 5.2 | 3.1 | 6.5 | 5.6 | 6.4 | 13.1 | -18.8 | 7.8 | 7.0 | 23.8 | -17.8 | 27.3 | 7.1 | -8.9 | -6.3 | 16.7 | 17.1 | -11.0 | 12.7 | 28.0 | -41.2 | 17.5 | 25.9 | 18.7 | 24.1 | 48.5 | -0.4 | -5.7 | -6.5 | 26.8 | 2.0 | 1.7 | 2.7 |
Sharpe Ratio | NA | 1.01 | 1.26 | -0.17 | 0.2 | 0.13 | NA | NA | 0.29 | 0.67 | -1.03 | 0.6 | 0.24 | 1.95 | -1.32 | 3.83 | 0.42 | -0.55 | -0.52 | 1.31 | 1.16 | -0.44 | 0.61 | 1.15 | -1.08 | 0.78 | 1.52 | 1.63 | 1.73 | 4.4 | -0.11 | -0.67 | -1.01 | 2.24 | -0.08 | -0.16 | 1.36 |
Draw Down(%) | NA | 4.3 | 8.8 | 33.9 | 34.5 | 37.4 | NA | NA | 58.5 | 8.8 | 31.9 | 10.7 | 34.5 | 9.4 | 26.8 | 2.5 | 11.2 | 20.7 | 16.5 | 11.1 | 15.2 | 24.0 | 18.3 | 25.2 | 52.3 | 13.1 | 18.3 | 7.4 | 13.0 | 10.1 | 21.6 | 18.9 | 13.9 | 8.6 | 27.9 | 12.9 | 3.3 |
Standard Deviation(%) | NA | 9.9 | 11.3 | 14.9 | 18.1 | 16.0 | NA | NA | 17.2 | 13.2 | 19.7 | 12.9 | 28.6 | 11.5 | 14.5 | 7.0 | 16.5 | 16.2 | 12.1 | 12.7 | 14.8 | 24.9 | 20.8 | 24.2 | 39.1 | 18.6 | 14.9 | 10.2 | 13.4 | 10.9 | 13.3 | 12.2 | 10.5 | 10.5 | 17.1 | 11.2 | 7.0 |
Treynor Ratio | NA | 0.12 | 0.16 | -0.03 | 0.04 | 0.02 | NA | NA | 0.06 | 0.11 | -0.27 | 0.09 | 0.07 | 0.22 | -0.18 | 0.31 | 0.08 | -0.09 | -0.07 | 0.17 | 0.21 | -0.12 | 0.13 | 0.36 | -0.46 | 0.15 | 0.23 | 0.19 | 0.25 | 0.73 | -0.03 | -0.17 | -0.15 | 0.31 | -0.02 | -0.02 | 0.11 |
Alpha | NA | 0.02 | 0.03 | -0.01 | 0.0 | 0.0 | NA | NA | 0.01 | -0.01 | -0.05 | 0.0 | -0.01 | 0.01 | -0.01 | 0.01 | 0.01 | -0.01 | 0.0 | -0.01 | 0.0 | 0.01 | 0.02 | 0.01 | -0.02 | 0.02 | 0.0 | 0.01 | 0.02 | 0.06 | 0.03 | 0.0 | -0.01 | 0.03 | -0.05 | 0.02 | -0.02 |
Beta | NA | 0.86 | 0.89 | 0.81 | 0.88 | 0.91 | NA | NA | 0.85 | 0.81 | 0.77 | 0.88 | 0.93 | 1.02 | 1.07 | 0.88 | 0.89 | 0.99 | 0.84 | 0.95 | 0.8 | 0.91 | 0.95 | 0.77 | 0.92 | 0.99 | 1.0 | 0.88 | 0.94 | 0.66 | 0.57 | 0.49 | 0.72 | 0.76 | 0.77 | 0.72 | 0.83 |
RSquared | NA | 0.89 | 0.87 | 0.77 | 0.87 | 0.88 | NA | NA | 0.87 | 0.65 | 0.71 | 0.83 | 0.95 | 0.94 | 0.94 | 0.83 | 0.95 | 0.92 | 0.61 | 0.95 | 0.83 | 0.97 | 0.96 | 0.85 | 0.98 | 0.98 | 0.94 | 0.84 | 0.77 | 0.85 | 0.7 | 0.62 | 0.7 | 0.7 | 0.81 | 0.77 | 0.76 |
Yield(%) | N/A | 0.0 | 7.6 | 5.0 | 5.3 | 10.1 | 12.7 | 9.3 | N/A | 8.0 | 3.9 | 6.2 | 4.2 | 4.7 | 3.0 | 3.4 | 10.9 | 6.9 | 5.7 | 7.1 | 3.5 | 2.3 | 1.7 | 3.9 | 19.6 | 17.6 | 14.2 | 7.9 | 4.7 | 2.8 | 3.5 | 2.5 | 2.8 | 4.1 | 11.4 | 8.7 | 1.0 |
Dividend Growth(%) | N/A | -100.0 | 60.2 | 48.3 | 87.2 | -6.0 | N/A | N/A | N/A | 60.2 | -36.3 | 49.6 | 7.5 | 23.7 | 10.2 | -2.2 | 32.4 | 6.2 | -13.5 | 131.2 | 33.3 | 50.0 | -46.7 | -91.4 | 10.5 | 33.6 | 106.1 | 96.6 | 141.7 | -22.6 | 29.2 | -20.0 | -16.7 | -66.7 | 22.7 | 780.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/14/1996
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