GEARX: GMO INTERNATIONAL EQUITY ALLOCATION SERIES FUND CLASS R6 (MUTUAL FUND)
Basic Info
| Asset Class: | Foreign Large Blend |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 04/04/2012 |
| Last Dividend Date: | 12/30/2020 |
| 12-Mo. Yield | 4.54% |
| Expenses | 0.71% |
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Performance Analytics (As of 02/25/2021)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 04/04/2012 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 20.5 | 3.5 | 10.6 | 5.9 | 5.1 | 3.0 | 23.4 | -17.9 | 27.4 | 6.5 | -8.9 | -5.9 | 15.9 | 8.4 |
| Sharpe Ratio | NA | 0.73 | 0.13 | 0.59 | 0.35 | 5.25 | 0.1 | 1.94 | -1.33 | 3.91 | 0.38 | -0.55 | -0.49 | 1.27 | 0.78 |
| Draw Down(%) | NA | 28.4 | 34.3 | 37.4 | 37.4 | 0.9 | 34.3 | 9.4 | 26.6 | 2.5 | 11.0 | 20.5 | 16.3 | 11.0 | 12.3 |
| Standard Deviation(%) | NA | 27.9 | 19.3 | 16.7 | 15.7 | 7.7 | 28.6 | 11.4 | 14.4 | 6.9 | 16.4 | 16.3 | 12.0 | 12.6 | 14.8 |
| Treynor Ratio | NA | 0.23 | 0.03 | 0.11 | 0.06 | 1.38 | 0.03 | 0.21 | -0.18 | 0.32 | 0.07 | -0.09 | -0.07 | 0.17 | 0.13 |
| Alpha | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.11 | -0.02 | 0.0 | -0.01 | 0.02 | 0.01 | -0.02 | -0.01 | -0.01 | 0.0 |
| Beta | NA | 0.89 | 0.92 | 0.92 | 0.92 | 0.29 | 0.91 | 1.03 | 1.04 | 0.84 | 0.9 | 1.0 | 0.81 | 0.95 | 0.86 |
| RSquared | NA | 0.95 | 0.94 | 0.93 | 0.9 | 0.27 | 0.96 | 0.92 | 0.93 | 0.83 | 0.94 | 0.89 | 0.57 | 0.93 | 0.92 |
| Yield(%) | N/A | 4.5 | 3.6 | 4.6 | N/A | 0.0 | 4.1 | 5.2 | 2.9 | 3.7 | 3.6 | 7.6 | 9.1 | 3.7 | 3.1 |
| Dividend Growth(%) | N/A | -2.8 | -14.8 | N/A | N/A | -100.0 | -4.7 | 38.7 | -3.1 | 10.3 | -61.3 | -28.6 | 169.2 | 30.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/04/2012
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