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GBMFX: GMO Benchmark-Free Allocation III (MUTUAL FUND)
Basic Info 26.55 0.04(0.15%) April 13
| Asset Class: | World Allocation |
| MyPlanIQ Rating: | (27%) |
| Start Date: | 07/23/2003 |
| Last Dividend Date: | 12/22/2020 |
| 12-Mo. Yield | 3.65% |
| Expenses | 0.59% |
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Performance Analytics (As of 04/09/2021)
Not up-to-date? Try| Last 1 Week* | YTD*(2021) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | -0.7 | 4.5 | 15.5 | 1.9 | 4.3 | 3.6 | 3.2 | 5.4 | -3.1 | 11.6 | -5.4 | 13.0 | 3.4 | -4.9 | -1.5 | 9.6 | 10.0 | 4.0 | 4.8 | 20.5 | -13.4 | 0.5 | 4.5 | 10.6 | 14.7 | 19.4 |
| SR | NA | 3.23 | 2.06 | 0.13 | 0.46 | 0.41 | NA | 0.56 | -0.21 | 1.76 | -1.05 | 3.54 | 0.42 | -0.62 | -0.26 | 1.6 | 1.67 | 0.45 | 0.62 | 2.27 | -1.32 | -0.23 | 0.15 | 1.33 | 1.62 | 8.06 |
| DD(%) | NA | 2.3 | 2.9 | 23.4 | 23.4 | 23.4 | NA | 27.3 | 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 | 8.7 | 11.2 | 4.1 | 10.1 | 1.8 |
| SD(%) | NA | 6.2 | 7.6 | 10.3 | 8.7 | 8.0 | NA | 8.3 | 15.8 | 5.8 | 6.4 | 3.5 | 7.6 | 8.0 | 6.1 | 6.0 | 6.0 | 8.8 | 7.6 | 9.0 | 10.7 | 10.8 | 8.7 | 6.3 | 8.5 | 6.0 |
| TR | NA | 0.71 | 32.52 | 0.81 | 1.56 | 0.5 | NA | 0.37 | -3.64 | 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 | 0.02 | 0.14 | 0.16 | 0.77 |
| Alpha(%) | NA | 0.06 | 0.06 | 0.01 | 0.02 | 0.01 | NA | 0.02 | -0.01 | 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 | 0.28 | 0.0 | 0.02 | 0.03 | 0.06 | NA | 0.12 | 0.01 | 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 | 0.62 | 0.88 | 0.63 |
| RS | NA | 0.21 | 0.0 | 0.01 | 0.01 | 0.05 | NA | 0.11 | 0.0 | 0.35 | 0.62 | 0.65 | 0.89 | 0.74 | 0.51 | 0.8 | 0.71 | 0.89 | 0.89 | 0.65 | 0.67 | 0.42 | 0.48 | 0.36 | 0.6 | 0.5 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/23/2003
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Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See World Allocation Asset Class Trend Rankings |
Top Rated Funds in World Allocation
Best Mutual Funds
- CGCIX (Calamos Global Growth & Income I) 0.16% (100%)
- LGMAX (Loomis Sayles Global Equity and Income A) 0.22% (99%)
- JGCIX (Janus Growth Allocation I) 0.12% (98%)
- IVAEX (Ivy Asset Strategy I) 0.28% (97%)
- AAANX (Horizon Active Asset Allocation N Shares) 0.0% (97%)
- PGAIX (PIMCO Global Multi-Asset Instl) 0.22% (94%)
- SGIIX (First Eagle Global I) 0.15% (93%)
- QGRIX (Oppenheimer Global Allocation I) 0.48% (92%)
- JMOIX (Janus Moderate Allocation I) 0.21% (92%)
- GDHFX (Goldman Sachs Dynamic Allocation IR) 0.15% (91%)
Best ETFs
- GAL (SPDR® SSgA Global Allocation ETF) 0.38% (86%)
- GAA (Cambria Global Asset Allocation ETF) 0.35% (74%)
- INKM (SPDR® SSgA Income Allocation ETF) 0.23% (47%)
- GMOM (Cambria Global Momentum ETF) 0.14% (41%)
- RLY (SPDR® SSgA Multi-Asset Real Return ETF) 0.63% (31%)
- MCRO (IQ Hedge Macro Tracker ETF) 0.32% (28%)
- GYLD (Arrow Dow Jones Global Yield ETF) 0.28% (24%)
Best Closed End Funds
- CHW (Calamos Global Dynamic Income Fund) 0.64% (100%)
- CGO (Calamos Global Total Return) 0.06% (95%)
- FEO (First Trust/Aberdeen Emerging Opp) 0.07% (90%)
- RCG (RENN Global Entrepreneurs Fund) 0.78% (75%)
- DEX (Delaware Enhanced Global Div and Inc) 0.60% (66%)
- JDD (Nuveen Diversified Dividend & Income) 1.02% (51%)
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