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GBMFX: GMO BENCHMARK-FREE ALLOCATION FUND CLASS III (MUTUAL FUND)
Basic Info 27.23 0.09(0.33%) March 18
| Asset Class: | World Allocation |
| MyPlanIQ Rating: | (92%) |
| Start Date: | 07/23/2003 |
| Last Dividend Date: | 07/11/2024 |
| 12-Mo. Yield | 0.19% |
| Expenses | 1.11% |
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Performance Analytics (As of 03/14/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 07/23/2003 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.5 | 5.9 | 3.8 | 5.8 | 6.0 | 2.9 | 3.8 | 3.7 | 5.1 | -0.7 | 13.5 | -2.2 | 3.0 | -3.1 | 11.6 | -5.4 | 13.0 | 3.4 | -4.9 | -1.6 | 9.6 | 10.0 | 4.0 | 4.8 | 20.5 | -13.4 | 0.2 | 4.4 | 10.4 | 14.6 | 19.4 |
| Sharpe Ratio | NA | 3.18 | -0.4 | 0.16 | 0.36 | 0.14 | NA | NA | 0.46 | -0.83 | 1.33 | -0.48 | 0.51 | -0.21 | 1.76 | -1.06 | 3.54 | 0.42 | -0.62 | -0.26 | 1.6 | 1.67 | 0.45 | 0.62 | 2.27 | -1.33 | -0.25 | 0.13 | 1.3 | 1.61 | 8.06 |
| Draw Down(%) | NA | 1.5 | 8.7 | 9.0 | 14.4 | 23.4 | NA | NA | 27.6 | 8.3 | 4.7 | 13.2 | 8.3 | 23.4 | 4.7 | 10.5 | 1.2 | 7.2 | 11.4 | 7.0 | 5.4 | 5.7 | 5.8 | 7.3 | 8.6 | 16.0 | 8.9 | 11.3 | 4.1 | 10.1 | 1.8 |
| Standard Deviation(%) | NA | 7.6 | 9.0 | 7.7 | 9.0 | 8.3 | NA | NA | 8.2 | 8.8 | 7.0 | 7.5 | 5.8 | 16.0 | 5.8 | 6.4 | 3.5 | 7.6 | 8.0 | 6.1 | 6.0 | 6.0 | 8.8 | 7.6 | 9.0 | 10.7 | 10.9 | 8.7 | 6.4 | 8.5 | 6.0 |
| Treynor Ratio | NA | 0.53 | -0.06 | 0.03 | 0.07 | 0.02 | NA | NA | 0.07 | -0.12 | 0.14 | -0.13 | 0.09 | -0.1 | 0.17 | -0.11 | 0.17 | 0.04 | -0.06 | -0.02 | 0.13 | 0.17 | 0.07 | 0.07 | 0.39 | -0.33 | -0.03 | 0.01 | 0.14 | 0.16 | 0.77 |
| Alpha | NA | 0.09 | 0.01 | 0.01 | 0.01 | 0.0 | NA | NA | 0.0 | -0.02 | 0.01 | 0.01 | 0.0 | -0.04 | 0.0 | -0.01 | 0.01 | 0.0 | -0.02 | -0.01 | 0.0 | 0.01 | 0.02 | -0.01 | 0.03 | -0.02 | -0.05 | -0.03 | 0.01 | 0.01 | 0.07 |
| Beta | NA | 0.46 | 0.61 | 0.46 | 0.47 | 0.56 | NA | NA | 0.57 | 0.63 | 0.66 | 0.28 | 0.34 | 0.34 | 0.58 | 0.6 | 0.72 | 0.85 | 0.84 | 0.65 | 0.71 | 0.6 | 0.56 | 0.66 | 0.53 | 0.43 | 0.85 | 0.8 | 0.61 | 0.88 | 0.63 |
| RSquared | NA | 0.41 | 0.5 | 0.49 | 0.47 | 0.55 | NA | NA | 0.57 | 0.53 | 0.62 | 0.33 | 0.29 | 0.14 | 0.35 | 0.62 | 0.65 | 0.89 | 0.74 | 0.51 | 0.8 | 0.71 | 0.89 | 0.89 | 0.65 | 0.67 | 0.4 | 0.48 | 0.35 | 0.6 | 0.5 |
| Yield(%) | N/A | 0.0 | 0.2 | 3.0 | 3.5 | 2.6 | 2.7 | 3.2 | N/A | 0.2 | 6.0 | 3.0 | 2.5 | 2.9 | 3.6 | 3.3 | 2.6 | 1.6 | 1.3 | 1.9 | 1.9 | 0.8 | 1.5 | 1.9 | 4.0 | 14.4 | 4.2 | 4.3 | 5.9 | 4.3 | 3.7 |
| Dividend Growth(%) | N/A | -100.0 | -96.6 | -1.1 | 15.9 | -32.3 | N/A | N/A | N/A | -96.6 | 88.9 | 23.1 | -19.8 | -12.8 | 0.1 | 36.7 | 65.1 | 17.4 | -34.7 | 10.2 | 157.4 | -47.0 | -16.7 | -44.8 | -79.8 | 230.4 | -2.8 | -23.2 | 52.3 | 32.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/23/2003
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