Find A Portfolio/Ticker
Comparison Box
GAAKX: GMO Alternative Allocation Fund Class R6 (MUTUAL FUND)
Basic Info 18.24 0.06(0.33%) April 25
Asset Class: | EQUITY |
MyPlanIQ Rating: | (21%) |
Start Date: | 08/04/2020 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 0.00% |
Expenses | 1.34% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | Since 12/09/2020 |
2023 | 2022 | 2021 | 2020 | |
---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | -1.5 | 4.5 | 0.6 | 0.3 | 5.9 | 3.7 | -7.0 | 3.0 |
Sharpe Ratio | NA | -2.11 | 0.07 | -0.26 | -0.15 | 0.36 | 0.4 | -1.01 | 1.95 |
Draw Down(%) | NA | 2.1 | 2.7 | 11.9 | 11.9 | 4.1 | 6.3 | 11.9 | 1.3 |
Standard Deviation(%) | NA | 3.7 | 4.2 | 5.6 | 5.5 | 4.7 | 5.7 | 7.0 | 3.7 |
Treynor Ratio | NA | -1.35 | 0.02 | -0.3 | -0.14 | 0.12 | 1.08 | -0.76 | 0.81 |
Alpha | NA | -0.03 | -0.01 | -0.01 | -0.01 | 0.0 | 0.01 | -0.04 | 0.01 |
Beta | NA | 0.06 | 0.12 | 0.05 | 0.06 | 0.14 | 0.02 | 0.09 | 0.09 |
RSquared | NA | 0.03 | 0.13 | 0.02 | 0.04 | 0.16 | 0.01 | 0.03 | 0.17 |
Yield(%) | N/A | 0.0 | 5.1 | 2.3 | N/A | 5.0 | 0.9 | 1.1 | 2.2 |
Dividend Growth(%) | N/A | -100.0 | 447.1 | N/A | N/A | 447.1 | -22.7 | -47.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/09/2020
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See EQUITY Asset Class Trend Rankings |