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GBMRX: GMO BENCHMARK-FREE ALLOCATION SERIES FUND CLASS R6 (MUTUAL FUND)
Basic Info
| Asset Class: | EQUITY |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 01/28/2013 |
| Last Dividend Date: | 12/30/2020 |
| 12-Mo. Yield | 2.99% |
| Expenses | 0.93% |
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Performance Analytics (As of 02/25/2021)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 01/28/2013 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 4.0 | 1.1 | 5.0 | 2.6 | 2.2 | -5.3 | 11.4 | -5.4 | 12.9 | 3.2 | -4.3 | -0.4 | 5.7 |
| Sharpe Ratio | NA | 0.25 | 0.01 | 0.49 | 0.27 | 4.2 | -0.35 | 1.73 | -1.05 | 3.5 | 0.39 | -0.53 | -0.07 | 1.0 |
| Draw Down(%) | NA | 19.2 | 23.2 | 23.2 | 23.2 | 0.8 | 23.2 | 4.7 | 10.3 | 1.2 | 7.2 | 10.8 | 7.6 | 5.4 |
| Standard Deviation(%) | NA | 15.3 | 10.2 | 8.6 | 8.1 | 3.8 | 15.8 | 5.8 | 6.3 | 3.5 | 7.6 | 8.1 | 5.9 | 6.1 |
| Treynor Ratio | NA | 0.1 | 0.0 | 0.11 | 0.06 | 2.51 | -0.14 | 0.27 | -0.22 | 0.38 | 0.06 | -0.1 | -0.01 | 0.14 |
| Alpha | NA | -0.03 | -0.02 | -0.01 | -0.01 | 0.05 | -0.06 | 0.0 | -0.02 | 0.02 | -0.01 | -0.02 | -0.02 | -0.02 |
| Beta | NA | 0.37 | 0.36 | 0.37 | 0.38 | 0.06 | 0.39 | 0.37 | 0.3 | 0.33 | 0.5 | 0.43 | 0.33 | 0.45 |
| RSquared | NA | 0.74 | 0.71 | 0.7 | 0.68 | 0.08 | 0.74 | 0.65 | 0.66 | 0.43 | 0.8 | 0.66 | 0.45 | 0.7 |
| Yield(%) | N/A | 3.0 | 3.0 | 3.0 | N/A | 0.0 | 2.8 | 3.6 | 3.1 | 2.6 | 1.6 | 3.3 | 3.0 | 0.0 |
| Dividend Growth(%) | N/A | -12.8 | 33.0 | N/A | N/A | -100.0 | -12.8 | 3.6 | 34.4 | 64.7 | -55.5 | 5.6 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/28/2013
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