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GAAUX: GMO Global Equity Allocation Fund Class I (MUTUAL FUND)
Basic Info 28.05 0.14(0.50%) April 25
Asset Class: | EQUITY |
MyPlanIQ Rating: | (21%) |
Start Date: | 08/18/2020 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 3.81% |
Expenses | 0.59% |
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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(%) | 1.5 | 3.7 | 19.2 | 2.2 | 6.5 | 22.1 | -17.1 | 14.9 | 13.1 |
Sharpe Ratio | NA | 0.35 | 1.04 | -0.03 | 0.43 | 1.51 | -0.93 | 1.14 | 2.51 |
Draw Down(%) | NA | 4.3 | 9.5 | 28.6 | 28.6 | 9.5 | 28.6 | 7.1 | 6.4 |
Standard Deviation(%) | NA | 9.6 | 11.1 | 15.0 | 15.0 | 11.9 | 20.0 | 13.0 | 15.6 |
Treynor Ratio | NA | 0.05 | 0.15 | -0.01 | 0.09 | 0.24 | -0.28 | 0.2 | 0.54 |
Alpha | NA | -0.01 | -0.01 | -0.01 | 0.0 | 0.0 | -0.02 | -0.01 | 0.03 |
Beta | NA | 0.68 | 0.79 | 0.69 | 0.7 | 0.76 | 0.66 | 0.74 | 0.73 |
RSquared | NA | 0.71 | 0.74 | 0.67 | 0.68 | 0.75 | 0.68 | 0.62 | 0.69 |
Yield(%) | N/A | 0.0 | 6.0 | 5.8 | N/A | 6.4 | 5.9 | 8.2 | 4.0 |
Dividend Growth(%) | N/A | -100.0 | -17.1 | N/A | N/A | -17.1 | -22.6 | 125.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/09/2020
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