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GBATX: GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III (MUTUAL FUND)
Basic Info 17.05 0.01(0.06%) April 24
Asset Class: | World Allocation |
MyPlanIQ Rating: | (91%) |
Start Date: | 05/31/2005 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 5.57% |
Expenses | 0.62% |
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Performance Analytics (As of 04/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/01/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.4 | 3.0 | 14.8 | 3.0 | 6.4 | 5.1 | 8.1 | 6.7 | 17.4 | -11.2 | 12.3 | 4.8 | 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 | 0.31 | 1.19 | 0.0 | 0.26 | 0.29 | NA | 0.43 | 1.56 | -0.88 | 0.5 | 0.19 | 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 | 3.3 | 6.0 | 30.4 | 30.4 | 30.4 | NA | 35.4 | 6.0 | 22.6 | 13.3 | 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 | 7.3 | 8.0 | 16.8 | 17.3 | 13.8 | NA | 13.3 | 8.5 | 14.3 | 24.4 | 23.7 | 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 | 0.03 | 0.11 | 0.0 | 0.07 | 0.05 | NA | 0.06 | 0.16 | -0.18 | 0.15 | 0.09 | 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 | 0.01 | 0.02 | 0.01 | 0.01 | 0.01 | NA | 0.01 | 0.02 | 0.0 | 0.04 | -0.01 | 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 | 0.76 | 0.85 | 0.75 | 0.64 | 0.76 | NA | 0.89 | 0.82 | 0.7 | 0.81 | 0.49 | 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 | 0.74 | 0.75 | 0.25 | 0.2 | 0.31 | NA | 0.53 | 0.68 | 0.57 | 0.09 | 0.13 | 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 | 6.3 | 10.0 | 9.0 | 6.9 | 9.4 | N/A | 6.7 | 8.1 | 22.2 | 4.2 | 5.9 | 8.0 | 3.4 | 3.0 | 8.4 | 11.9 | 9.4 | 10.0 | 2.5 | 1.8 | 3.9 | 11.2 | 7.8 | 6.9 | 2.5 |
Dividend Growth(%) | N/A | -100.0 | -33.8 | 68.4 | 21.1 | N/A | N/A | N/A | -33.8 | -66.9 | 418.2 | -17.8 | -39.5 | 172.3 | 22.6 | -69.7 | -36.4 | 39.6 | -2.0 | 294.1 | 45.7 | -45.3 | -76.0 | 44.3 | 21.7 | 204.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/01/2005
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