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GMGEX: GMO GLOBAL EQUITY ALLOCATION FUND CLASS III (MUTUAL FUND)
Basic Info 30.33 0.06(0.20%) December 02
| Asset Class: | WORLD STOCK |
| MyPlanIQ Rating: | (94%) |
| Start Date: | 11/26/1996 |
| Last Dividend Date: | 07/11/2024 |
| 12-Mo. Yield | 5.11% |
| Expenses | 0.59% |
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Performance Analytics (As of 11/29/2024)
Not up-to-date? Try| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 11/27/1996 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.2 | 12.3 | 18.8 | 5.9 | 8.3 | 7.3 | 8.1 | 7.1 | 8.3 | 22.3 | -17.0 | 15.0 | 9.5 | 25.8 | -13.0 | 26.0 | 12.9 | -5.8 | -0.9 | 22.8 | 15.7 | -0.4 | 10.3 | 24.5 | -33.0 | 9.7 | 16.6 | 11.4 | 16.3 | 38.2 | -6.3 | -0.7 | 3.8 | 19.3 | 6.1 | 20.2 | 0.7 |
| Sharpe Ratio | NA | 0.55 | 1.08 | 0.12 | 0.32 | 0.35 | NA | NA | 0.42 | 1.54 | -0.92 | 1.15 | 0.3 | 2.17 | -0.98 | 3.98 | 0.83 | -0.38 | -0.08 | 2.07 | 1.31 | -0.02 | 0.59 | 1.17 | -1.0 | 0.44 | 1.24 | 1.04 | 1.46 | 3.39 | -0.52 | -0.27 | -0.02 | 1.67 | 0.19 | 1.53 | 0.55 |
| Draw Down(%) | NA | 7.9 | 7.9 | 28.2 | 35.0 | 35.0 | NA | NA | 49.7 | 9.4 | 28.2 | 6.8 | 35.0 | 8.0 | 22.9 | 2.0 | 10.9 | 17.6 | 12.2 | 8.4 | 11.5 | 17.7 | 15.0 | 22.9 | 43.4 | 10.1 | 11.8 | 6.5 | 10.1 | 11.0 | 23.3 | 15.6 | 7.9 | 8.9 | 23.1 | 9.4 | 2.4 |
| Standard Deviation(%) | NA | 11.5 | 11.5 | 15.1 | 18.8 | 16.2 | NA | NA | 15.7 | 11.8 | 20.2 | 13.0 | 30.5 | 11.3 | 14.7 | 6.4 | 15.3 | 15.1 | 11.1 | 11.0 | 12.1 | 21.5 | 17.3 | 20.8 | 33.7 | 15.0 | 10.8 | 8.9 | 10.5 | 11.1 | 14.1 | 11.7 | 12.9 | 9.7 | 14.4 | 10.9 | 8.2 |
| Treynor Ratio | NA | 0.07 | 0.14 | 0.02 | 0.06 | 0.06 | NA | NA | 0.09 | 0.2 | -0.22 | 0.18 | 0.09 | 0.23 | -0.14 | 0.31 | 0.15 | -0.06 | -0.01 | 0.27 | 0.24 | -0.01 | 0.13 | 0.38 | -0.45 | 0.09 | 0.19 | 0.13 | 0.25 | 0.6 | -0.14 | -0.06 | -0.01 | 0.38 | 0.05 | 0.38 | 0.11 |
| Alpha | NA | 0.02 | 0.02 | 0.01 | 0.01 | 0.01 | NA | NA | 0.02 | 0.03 | -0.02 | 0.03 | -0.01 | 0.01 | 0.01 | 0.01 | 0.03 | -0.01 | 0.01 | 0.03 | 0.01 | 0.05 | 0.0 | 0.01 | 0.01 | -0.01 | -0.01 | 0.0 | 0.01 | 0.04 | 0.01 | 0.04 | 0.04 | 0.02 | -0.01 | 0.07 | 0.05 |
| Beta | NA | 0.89 | 0.9 | 0.86 | 0.94 | 0.94 | NA | NA | 0.74 | 0.92 | 0.83 | 0.85 | 1.03 | 1.06 | 1.04 | 0.83 | 0.85 | 0.95 | 0.8 | 0.85 | 0.67 | 0.8 | 0.8 | 0.64 | 0.76 | 0.78 | 0.69 | 0.69 | 0.62 | 0.63 | 0.54 | 0.48 | 0.51 | 0.42 | 0.52 | 0.44 | 0.4 |
| RSquared | NA | 0.9 | 0.9 | 0.76 | 0.86 | 0.87 | NA | NA | 0.79 | 0.91 | 0.69 | 0.67 | 0.98 | 0.95 | 0.93 | 0.85 | 0.86 | 0.91 | 0.6 | 0.89 | 0.79 | 0.95 | 0.95 | 0.81 | 0.96 | 0.94 | 0.84 | 0.66 | 0.59 | 0.71 | 0.69 | 0.61 | 0.4 | 0.31 | 0.55 | 0.34 | 0.28 |
| Yield(%) | N/A | 0.3 | 5.1 | 6.1 | 5.8 | 12.9 | 12.3 | 9.0 | N/A | 6.5 | 6.0 | 8.3 | 4.0 | 4.2 | 2.6 | 3.2 | 16.2 | 10.7 | 10.8 | 9.3 | 9.9 | 4.7 | 2.1 | 3.1 | 11.7 | 16.7 | 10.7 | 11.4 | 6.6 | 4.4 | 2.6 | 4.0 | 12.3 | 11.6 | 14.0 | 19.6 | 2.0 |
| Dividend Growth(%) | N/A | -94.7 | 12.4 | 113.4 | 99.5 | 24.7 | N/A | N/A | N/A | -16.7 | -22.6 | 116.2 | 17.9 | 32.5 | 1.1 | -37.6 | 25.7 | -12.3 | 28.4 | 1.0 | 95.0 | 138.3 | -16.5 | -84.5 | -35.5 | 61.1 | -3.3 | 87.4 | 96.8 | 54.7 | -36.6 | -70.4 | 13.3 | -23.7 | -27.5 | 856.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/27/1996
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