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GAAVX: GMO Alternative Allocation Fund Class VI (MUTUAL FUND)
Basic Info 18.18 0.01(0.06%) April 19
Asset Class: | EQUITY |
MyPlanIQ Rating: | (32%) |
Start Date: | 05/02/2019 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 0.00% |
Expenses | 1.34% |
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Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | Since 05/02/2019 |
2023 | 2022 | 2021 | 2020 | 2019 | |
---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.4 | -1.2 | 4.2 | 1.6 | 1.2 | 0.8 | 3.7 | -4.7 | -0.3 | 3.0 |
Sharpe Ratio | NA | -1.79 | 0.17 | -0.04 | -0.04 | -0.51 | 0.4 | -0.58 | -0.07 | 0.91 |
Draw Down(%) | NA | 1.6 | 2.7 | 9.7 | 9.7 | 4.9 | 6.2 | 9.7 | 9.5 | 1.5 |
Standard Deviation(%) | NA | 3.6 | 4.1 | 6.1 | 6.1 | 6.8 | 5.8 | 8.1 | 7.1 | 3.6 |
Treynor Ratio | NA | -1.13 | 0.06 | -0.04 | -0.02 | -0.25 | 0.76 | -0.45 | -0.03 | 0.19 |
Alpha | NA | -0.03 | -0.01 | 0.0 | -0.01 | -0.02 | 0.01 | -0.03 | -0.02 | 0.0 |
Beta | NA | 0.06 | 0.12 | 0.06 | 0.11 | 0.14 | 0.03 | 0.11 | 0.15 | 0.17 |
RSquared | NA | 0.04 | 0.13 | 0.03 | 0.16 | 0.08 | 0.02 | 0.03 | 0.53 | 0.36 |
Yield(%) | N/A | 0.0 | 5.2 | 3.4 | N/A | 5.2 | 1.0 | 4.3 | 2.3 | 2.6 |
Dividend Growth(%) | N/A | -100.0 | 458.8 | N/A | N/A | 458.8 | -79.8 | 78.7 | -9.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/02/2019
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