Find A Portfolio/Ticker
Comparison Box
GMRTX: GMO U.S. EQUITY ALLOCATION FUND CLASS IV (MUTUAL FUND)
Basic Info
Asset Class: | LARGE BLEND |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/31/1998 |
Last Dividend Date: | 12/11/2018 |
12-Mo. Yield | 0.00% |
Expenses | 0.41% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 01/07/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/04/2005 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 3.8 | 3.8 | 8.2 | 5.6 | 5.3 | 5.8 | 0.0 | 0.0 | 0.0 | 13.6 | -9.7 | 18.4 | 13.7 | 0.7 | 9.4 | 29.6 | 12.9 | 8.1 | 8.5 | 21.3 | -30.2 | 1.6 | 9.7 | 3.5 | 9.9 | 26.6 | -19.6 | -7.7 | 0.4 | 18.6 | 10.3 |
Sharpe Ratio | NA | 0.0 | 1.44 | 0.35 | 0.74 | NA | NA | 0.25 | NA | 0.0 | 0.0 | 2.18 | -0.64 | 2.37 | 1.02 | 0.04 | 0.88 | 2.9 | 1.19 | 0.41 | 0.52 | 0.98 | -0.83 | -0.1 | 0.6 | 0.12 | 0.79 | 1.55 | -0.83 | -0.57 | -0.16 | 0.93 | 0.52 |
Draw Down(%) | NA | 0.0 | 1.3 | 20.7 | 20.7 | NA | NA | 48.2 | NA | 0.0 | 0.0 | 2.4 | 20.7 | 3.5 | 10.2 | 12.7 | 6.7 | 4.8 | 7.9 | 14.4 | 15.2 | 23.3 | 41.7 | 10.4 | 8.7 | 7.7 | 8.9 | 14.6 | 32.7 | 23.0 | 12.2 | 12.3 | 19.0 |
Standard Deviation(%) | NA | 0.9 | 2.2 | 8.7 | 10.6 | NA | NA | 16.6 | NA | NA | NA | 5.6 | 17.2 | 7.5 | 13.3 | 15.1 | 10.7 | 10.2 | 10.9 | 19.6 | 16.1 | 21.6 | 37.6 | 15.3 | 10.6 | 10.8 | 11.3 | 16.7 | 24.8 | 17.8 | 22.5 | 16.5 | 20.4 |
Treynor Ratio | NA | -1.46 | 3.36 | 0.16 | 0.19 | NA | NA | 0.06 | NA | NA | NA | 0.6 | -0.11 | 0.17 | 0.14 | 0.01 | 0.1 | 0.33 | 0.16 | 0.1 | 0.1 | 0.28 | -0.34 | -0.02 | 0.06 | 0.01 | 0.09 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.0 | 0.01 | 0.0 | 0.01 | NA | NA | 0.0 | NA | 0.0 | 0.0 | 0.02 | -0.02 | -0.01 | 0.01 | 0.0 | -0.01 | 0.0 | 0.0 | 0.02 | -0.02 | 0.0 | 0.02 | -0.02 | -0.02 | -0.01 | 0.01 | NA | NA | NA | NA | NA | NA |
Beta | NA | 0.0 | 0.01 | 0.2 | 0.42 | NA | NA | 0.69 | NA | 0.0 | 0.0 | 0.2 | 0.99 | 1.05 | 0.98 | 0.97 | 0.9 | 0.89 | 0.82 | 0.82 | 0.87 | 0.77 | 0.91 | 0.96 | 1.01 | 1.02 | 0.99 | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.0 | 0.01 | 0.19 | 0.42 | NA | NA | 0.48 | NA | 0.0 | 0.0 | 0.2 | 0.96 | 0.87 | 0.95 | 0.97 | 0.94 | 0.94 | 0.94 | 0.98 | 0.97 | 0.94 | 0.98 | 0.98 | 0.94 | 0.95 | 0.88 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.0 | 0.0 | 5.9 | 9.0 | 6.2 | 5.7 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 16.4 | 11.8 | 12.5 | 11.6 | 15.3 | 2.1 | 2.3 | 2.1 | 1.3 | 2.0 | 1.5 | 12.5 | 4.2 | 4.0 | 1.4 | 1.5 | 1.2 | 1.3 | 17.0 | 24.2 | 20.3 |
Dividend Growth(%) | N/A | N/A | -100.0 | -37.5 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | 46.2 | -1.8 | -5.3 | -28.6 | 781.1 | 3.8 | 19.2 | 67.8 | -22.3 | -4.2 | -89.6 | 211.6 | 4.8 | 203.2 | 16.9 | 2.6 | -17.0 | -93.6 | -34.7 | 6.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/04/2005
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See LARGE BLEND Asset Class Trend Rankings |
Top Rated Funds in LARGE BLEND
Best Mutual Funds
- LLPFX (LONGLEAF PARTNERS FUND LONGLEAF PARTNERS FUND) (100%)
- LMVTX (CLEARBRIDGE VALUE TRUST CLASS C) (100%)
- MPGFX (MAIRS & POWER GROWTH FUND INVESTOR CLASS) (100%)
- YACKX (AMG YACKTMAN FUND CLASS I) (99%)
- FMIHX (LARGE CAP FUND LARGE CAP FUND INVESTOR CLASS) (99%)
- FDGFX (FIDELITY DIVIDEND GROWTH FUND FIDELITY DIVIDEND GROWTH FUND) (99%)
- THPGX (THOMPSON LARGECAP FUND THOMPSON LARGECAP FUND) (99%)
- WVALX (VALUE FUND VALUE FUND - INVESTOR CLASS) (99%)
- OAKMX (OAKMARK FUND INVESTOR CLASS) (99%)
- SWANX (SCHWAB CORE EQUITY FUND INVESTOR SHARES) (99%)
Best ETFs
- SPY (SPDR S&P 500 ETF Trust) (100%)
- XLG (Invesco S&P 500® Top 50 ETF) (100%)
- IWB (iShares Russell 1000 ETF) (97%)
- IYY (iShares Dow Jones U.S. ETF) (96%)
- VTI (Vanguard Total Stock Market Index Fund ETF Shares) (96%)
- IWV (iShares Russell 3000 ETF) (96%)
- RSP (Invesco S&P 500® Equal Weight ETF) (96%)
- XLP (Consumer Staples Select Sector SPDR® Fund) (94%)
- DSI (iShares MSCI KLD 400 Social ETF) (93%)
- EPS (WisdomTree U.S. Earnings 500 Fund) (93%)
Best Closed End Funds
- ADX (Adams Diversified Equity Closed Fund) (95%)
- CLM (Cornerstone Strategic Value Fund Inc) (95%)
- CRF (Cornerstone Strategic Return Fund) (95%)
- ETB (Eaton Vance Tax Managed Buy Write Income Closed Fund) (95%)
- ETY (Eaton Vance Tax Managed Diversified Equity Income Closed Fund) (95%)
- FFA (First Trust Enhanced Equity Income Closed Fund) (94%)
- GAB (Gabelli Equity Trust Closed Fund) (94%)
- GGT (Gabelli MultiMedia Mutual Fund) (94%)
- USA (Liberty All Star Equity Closed Fund) (94%)
- GRF (Eagle Capital Growth Fund Inc) (94%)