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GBMFX: GMO Benchmark-Free Allocation III (MUTUAL FUND)
Basic Info 24.8 0.18(0.72%) September 23
| Asset Class: | World Allocation |
| MyPlanIQ Rating: | (27%) |
| Start Date: | 07/23/2003 |
| Last Dividend Date: | 07/09/2020 |
| 12-Mo. Yield | 2.45% |
| Expenses | 0.59% |
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Performance Analytics (As of 09/23/2020)
Not up-to-date? Try| Last 1 Week* | YTD*(2020) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | -1.5 | -7.6 | -2.7 | -0.0 | 2.9 | 3.8 | 5.0 | 7.1 | 11.6 | -5.4 | 13.0 | 3.4 | -4.3 | 1.2 | 11.1 | 10.0 | 4.0 | 4.8 | 20.7 | -11.2 | 11.3 | 12.9 | 16.4 | 18.1 | 20.0 |
| SR | NA | -0.49 | -0.16 | -0.08 | 0.22 | 0.45 | NA | 0.79 | 1.77 | -1.04 | 3.54 | 0.42 | -0.54 | 0.21 | 1.86 | 1.67 | 0.45 | 0.62 | 2.28 | -1.13 | 1.03 | 1.41 | 2.68 | 2.1 | 8.28 |
| DD(%) | NA | 23.4 | 23.4 | 23.4 | 23.4 | 23.4 | NA | 23.4 | 4.8 | 10.5 | 1.2 | 7.2 | 10.8 | 5.9 | 5.4 | 5.7 | 5.8 | 7.3 | 8.6 | 15.0 | 5.4 | 8.6 | 4.1 | 10.1 | 1.8 |
| SD(%) | NA | 18.3 | 15.7 | 10.3 | 9.0 | 8.0 | NA | 8.0 | 5.8 | 6.4 | 3.5 | 7.6 | 8.0 | 5.6 | 5.9 | 6.0 | 8.8 | 7.6 | 9.0 | 10.8 | 8.0 | 6.9 | 5.3 | 8.2 | 6.0 |
| TR | NA | -0.33 | -0.09 | -0.02 | 0.04 | 0.07 | NA | 0.11 | 0.33 | -0.37 | 0.17 | 0.04 | -0.05 | 0.02 | 0.15 | 0.17 | 0.07 | 0.07 | 0.39 | -0.28 | 0.09 | 0.12 | 0.23 | 0.19 | 0.79 |
| Alpha(%) | NA | -0.04 | -0.02 | -0.01 | 0.0 | 0.0 | NA | 0.01 | 0.03 | -0.02 | 0.01 | 0.0 | -0.01 | 0.0 | 0.0 | 0.01 | 0.02 | -0.01 | 0.03 | -0.01 | -0.01 | 0.0 | 0.03 | 0.02 | 0.08 |
| Beta(%) | NA | 0.28 | 0.29 | 0.37 | 0.47 | 0.54 | NA | 0.56 | 0.31 | 0.18 | 0.72 | 0.85 | 0.85 | 0.63 | 0.71 | 0.6 | 0.56 | 0.66 | 0.53 | 0.44 | 0.92 | 0.81 | 0.63 | 0.9 | 0.64 |
| RS | NA | 0.09 | 0.1 | 0.17 | 0.27 | 0.44 | NA | 0.53 | 0.18 | 0.19 | 0.65 | 0.89 | 0.74 | 0.57 | 0.81 | 0.71 | 0.89 | 0.89 | 0.65 | 0.68 | 0.85 | 0.78 | 0.52 | 0.67 | 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
- LGMAX (Loomis Sayles Global Equity and Income A) 1.27% (100%)
- CVLOX (Calamos Global Growth & Income A) 1.77% (99%)
- MGSSX (MassMutual Select BlackRock Glbl Allc S) (99%)
- CARRX (Columbia Adaptive Risk Allocation R4) 1.83% (98%)
- RPGAX (T. Rowe Price Global Allocation) 1.16% (98%)
- CRAZX (Columbia Risk Allocation Z) 1.84% (97%)
- AGAPX (Allianz Glbl Inv Sltns Global Allc P) 1.10% (97%)
- AQRIX (AQR Risk Parity I) 1.40% (96%)
- IMRFX (Columbia Strategic Allocation A) 1.29% (95%)
- GOIIX (Goldman Sachs Growth & Inc Strat Inst) (94%)
Best ETFs
- GAL (SPDR® SSgA Global Allocation ETF) 1.37% (74%)
- EFFE (Global X JPMorgan Efficeinte ETF) (57%)
- GAA (Cambria Global Asset Allocation ETF) 1.64% (45%)
- MCRO (IQ Hedge Macro Tracker ETF) 0.91% (44%)
- INKM (SPDR® SSgA Income Allocation ETF) 1.35% (43%)
- GMOM (Cambria Global Momentum ETF) 1.82% (19%)
- RLY (SPDR® SSgA Multi-Asset Real Return ETF) 1.69% (4%)
- GYLD (Arrow Dow Jones Global Yield ETF) 1.96% (0%)
Best Closed End Funds
- CHW (Calamos Global Dynamic Income Fund) 2.19% (95%)
- CGO (Calamos Global Total Return) 2.63% (90%)
- FEO (First Trust/Aberdeen Emerging Opp) 0.90% (55%)
- DEX (Delaware Enhanced Global Div and Inc) 1.69% (44%)
- RCG (RENN Global Entrepreneurs Fund) 1.53% (35%)
- JDD (Nuveen Diversified Dividend & Income) 2.05% (11%)
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