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GIOTX: GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND CLASS III (MUTUAL FUND)
Basic Info 17.05 0.15(0.89%) April 23
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | (88%) |
Start Date: | 06/05/2006 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 3.54% |
Expenses | 0.63% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/06/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.2 | 4.5 | 15.5 | 3.7 | 7.5 | 3.8 | 7.5 | 4.4 | 21.0 | -12.2 | 10.9 | 7.4 | 24.4 | -19.7 | 26.4 | 3.2 | -6.6 | -5.8 | 24.3 | 17.2 | -9.1 | 10.5 | 19.8 | -37.8 | 13.3 | 13.5 |
Sharpe Ratio | NA | 0.33 | 0.76 | 0.02 | 0.29 | 0.15 | NA | 0.17 | 1.37 | -0.69 | 0.69 | 0.24 | 1.98 | -1.45 | 3.52 | 0.18 | -0.4 | -0.47 | 1.84 | 1.15 | -0.36 | 0.5 | 0.84 | -1.01 | 0.58 | 1.44 |
Draw Down(%) | NA | 4.4 | 9.0 | 30.4 | 35.2 | 39.3 | NA | 56.5 | 9.0 | 28.3 | 10.4 | 35.2 | 9.5 | 28.4 | 2.6 | 12.1 | 19.6 | 16.9 | 9.8 | 14.4 | 23.1 | 18.8 | 26.3 | 49.0 | 12.2 | 9.4 |
Standard Deviation(%) | NA | 9.8 | 11.5 | 16.0 | 18.9 | 16.6 | NA | 19.4 | 12.4 | 19.7 | 15.8 | 29.6 | 11.6 | 14.4 | 7.3 | 17.0 | 16.7 | 12.5 | 13.2 | 15.0 | 25.6 | 21.0 | 23.5 | 38.0 | 17.9 | 14.8 |
Treynor Ratio | NA | 0.04 | 0.1 | 0.0 | 0.06 | 0.03 | NA | 0.04 | 0.19 | -0.17 | 0.12 | 0.07 | 0.23 | -0.2 | 0.28 | 0.03 | -0.07 | -0.07 | 0.25 | 0.21 | -0.1 | 0.11 | 0.27 | -0.43 | 0.11 | 0.21 |
Alpha | NA | 0.03 | 0.03 | 0.01 | 0.01 | 0.0 | NA | 0.0 | 0.02 | -0.01 | 0.02 | 0.0 | 0.01 | -0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.02 | 0.01 | -0.01 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.82 | 0.88 | 0.84 | 0.91 | 0.94 | NA | 0.9 | 0.88 | 0.81 | 0.91 | 0.96 | 1.02 | 1.06 | 0.92 | 0.92 | 1.01 | 0.87 | 0.98 | 0.81 | 0.93 | 0.95 | 0.73 | 0.89 | 0.95 | 1.0 |
RSquared | NA | 0.81 | 0.82 | 0.73 | 0.85 | 0.87 | NA | 0.9 | 0.83 | 0.8 | 0.58 | 0.95 | 0.93 | 0.94 | 0.83 | 0.95 | 0.91 | 0.61 | 0.93 | 0.83 | 0.95 | 0.96 | 0.82 | 0.98 | 0.98 | 0.93 |
Yield(%) | N/A | 0.0 | 6.8 | 5.2 | 5.5 | 3.9 | 5.9 | N/A | 7.4 | 3.7 | 6.9 | 4.5 | 4.5 | 3.0 | 3.8 | 4.1 | 3.1 | 4.2 | 3.8 | 3.7 | 2.5 | 1.3 | 3.6 | 12.9 | 11.5 | 4.1 |
Dividend Growth(%) | N/A | -100.0 | 67.2 | 54.1 | 46.7 | N/A | N/A | N/A | 67.2 | -43.9 | 56.2 | 21.7 | 15.4 | -3.7 | -5.3 | 18.8 | -35.1 | 32.1 | 16.7 | 29.7 | 105.6 | -57.1 | -85.4 | 13.4 | 208.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/06/2006
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