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GBATX: GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III (MUTUAL FUND)
Basic Info 18.2 0(0.0%) July 15
| Asset Class: | World Allocation |
| MyPlanIQ Rating: | (91%) |
| Start Date: | 05/31/2005 |
| Last Dividend Date: | 12/27/2024 |
| 12-Mo. Yield | 5.57% |
| Expenses | 0.62% |
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Performance Analytics (As of 07/11/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 05/31/2005 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.5 | 10.4 | 8.0 | 10.9 | 4.7 | 4.3 | 6.0 | 5.7 | 5.8 | 0.1 | 17.4 | -15.0 | -4.6 | 3.9 | 19.6 | -9.4 | 19.3 | 7.5 | -5.4 | 2.0 | 21.6 | 13.3 | 2.4 | 7.8 | 21.1 | -21.3 | 9.1 | 16.8 | 9.9 |
| Sharpe Ratio | NA | 1.39 | 0.47 | 0.72 | 0.21 | 0.21 | NA | NA | 0.37 | -0.65 | 1.55 | -1.16 | -0.3 | 0.15 | 2.19 | -1.06 | 4.13 | 0.7 | -0.51 | 0.24 | 2.39 | 1.41 | 0.15 | 0.6 | 1.5 | -1.13 | 0.55 | 1.55 | 2.21 |
| Draw Down(%) | NA | 9.9 | 10.0 | 11.2 | 35.4 | 35.4 | NA | NA | 35.4 | 10.0 | 6.0 | 25.2 | 16.6 | 29.7 | 6.1 | 16.8 | 1.5 | 7.2 | 12.9 | 8.4 | 6.8 | 8.6 | 11.4 | 11.7 | 15.7 | 28.4 | 7.6 | 10.2 | 4.7 |
| Standard Deviation(%) | NA | 12.9 | 11.4 | 10.5 | 12.2 | 12.7 | NA | NA | 12.5 | 10.0 | 8.5 | 14.2 | 15.8 | 23.9 | 8.3 | 10.1 | 4.5 | 10.3 | 10.7 | 8.1 | 9.0 | 9.4 | 16.1 | 12.9 | 14.0 | 19.7 | 11.0 | 8.7 | 6.7 |
| Treynor Ratio | NA | 0.19 | 0.07 | 0.09 | 0.03 | 0.03 | NA | NA | 0.05 | -0.1 | 0.15 | -0.24 | -0.06 | 0.07 | 0.2 | -0.11 | 0.19 | 0.06 | -0.04 | 0.02 | 0.19 | 0.14 | 0.02 | 0.07 | 0.23 | -0.24 | 0.05 | 0.12 | 0.17 |
| Alpha | NA | 0.0 | 0.0 | 0.01 | -0.01 | -0.01 | NA | NA | 0.0 | -0.01 | 0.02 | -0.02 | -0.04 | -0.02 | 0.01 | -0.01 | 0.02 | 0.01 | -0.02 | 0.0 | 0.02 | 0.01 | 0.03 | -0.01 | 0.01 | -0.01 | -0.04 | 0.0 | -0.01 |
| Beta | NA | 0.93 | 0.76 | 0.82 | 0.83 | 0.99 | NA | NA | 0.99 | 0.65 | 0.88 | 0.69 | 0.81 | 0.55 | 0.92 | 0.99 | 1.0 | 1.17 | 1.21 | 0.92 | 1.12 | 0.98 | 1.04 | 1.13 | 0.91 | 0.92 | 1.3 | 1.1 | 0.86 |
| RSquared | NA | 0.83 | 0.67 | 0.71 | 0.57 | 0.68 | NA | NA | 0.76 | 0.43 | 0.74 | 0.55 | 0.23 | 0.17 | 0.42 | 0.69 | 0.74 | 0.93 | 0.85 | 0.59 | 0.87 | 0.76 | 0.9 | 0.9 | 0.8 | 0.9 | 0.91 | 0.88 | 0.63 |
| Yield(%) | N/A | 0.0 | 5.0 | 6.0 | 4.9 | 4.7 | 6.6 | 6.2 | N/A | 6.0 | 6.7 | 4.5 | 5.9 | 3.4 | 5.9 | 8.0 | 3.4 | 3.0 | 8.4 | 11.9 | 9.4 | 10.0 | 2.5 | 1.8 | 3.9 | 11.3 | 7.8 | 7.0 | 2.5 |
| Dividend Growth(%) | N/A | -100.0 | -12.0 | -12.6 | -2.5 | -39.5 | N/A | N/A | N/A | -1.6 | 18.1 | -30.5 | 72.2 | -33.4 | -39.9 | 171.3 | 21.4 | -69.3 | -36.2 | 39.5 | -2.0 | 291.4 | 47.4 | -45.0 | -76.3 | 44.8 | 21.1 | 207.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/31/2005
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