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GMWAX: GMO GLOBAL ASSET ALLOCATION FUND CLASS III (MUTUAL FUND)
Basic Info 32.14 0.15(0.46%) April 25
Asset Class: | World Allocation |
MyPlanIQ Rating: | (91%) |
Start Date: | 10/22/1996 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 3.63% |
Expenses | 0.70% |
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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 | 20 Yr | Since 10/22/1996 |
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(%) | 0.8 | 0.8 | 12.0 | 0.7 | 4.6 | 3.9 | 6.4 | 5.4 | 4.2 | 10.8 | -15.5 | 0.8 | 6.1 | 17.7 | -7.3 | 15.5 | 5.6 | -4.3 | 1.3 | 12.5 | 10.4 | 1.9 | 7.2 | 22.4 | -19.6 | 8.8 | 12.1 | 9.5 | 12.3 | 25.2 | -1.9 | -5.9 | -4.0 | 6.1 | -10.2 | -4.2 | 2.2 |
Sharpe Ratio | NA | -0.5 | 0.79 | -0.18 | 0.24 | 0.28 | NA | NA | 0.25 | 0.71 | -1.24 | 0.07 | 0.3 | 2.48 | -1.07 | 4.0 | 0.65 | -0.47 | 0.2 | 1.81 | 1.41 | 0.15 | 0.68 | 1.84 | -1.4 | 0.62 | 1.31 | 1.18 | 1.17 | 3.45 | -0.32 | -0.71 | -0.73 | 0.16 | -0.78 | -0.5 | 1.27 |
Draw Down(%) | NA | 3.6 | 7.0 | 22.5 | 25.1 | 25.1 | NA | NA | 38.5 | 7.0 | 21.5 | 8.7 | 25.1 | 4.6 | 13.3 | 1.2 | 6.3 | 11.1 | 7.1 | 6.0 | 7.0 | 9.2 | 9.5 | 12.3 | 23.0 | 6.7 | 6.5 | 4.0 | 7.7 | 6.2 | 16.9 | 19.6 | 11.7 | 19.9 | 28.9 | 20.1 | 2.8 |
Standard Deviation(%) | NA | 7.4 | 8.1 | 9.9 | 12.1 | 10.0 | NA | NA | 10.9 | 9.3 | 13.6 | 9.9 | 19.5 | 6.6 | 8.0 | 3.7 | 8.3 | 9.1 | 6.6 | 6.9 | 7.4 | 12.1 | 10.4 | 12.1 | 14.5 | 9.4 | 6.7 | 6.2 | 9.6 | 7.1 | 9.3 | 11.8 | 11.0 | 18.0 | 17.3 | 15.5 | 6.9 |
Treynor Ratio | NA | -0.05 | 0.07 | -0.03 | 0.05 | 0.04 | NA | NA | 0.05 | 0.08 | -0.25 | 0.02 | 4.05 | 0.43 | -0.36 | 0.18 | 0.06 | -0.04 | 0.02 | 0.14 | 0.14 | 0.02 | 0.08 | 0.29 | -0.39 | 0.05 | 0.12 | 0.1 | 0.71 | 1.85 | -0.62 | -0.46 | -0.33 | 0.06 | -0.31 | -0.16 | 0.07 |
Alpha | NA | -0.01 | 0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | -0.02 | 0.01 | 0.03 | 0.05 | -0.03 | 0.02 | 0.01 | -0.01 | 0.0 | 0.0 | 0.01 | 0.02 | -0.01 | 0.02 | -0.04 | -0.03 | 0.0 | 0.0 | 0.04 | 0.07 | -0.01 | -0.03 | -0.03 | -0.02 | -0.05 | -0.04 | -0.05 |
Beta | NA | 0.8 | 0.91 | 0.68 | 0.56 | 0.65 | NA | NA | 0.58 | 0.82 | 0.67 | 0.35 | 0.01 | 0.38 | 0.24 | 0.81 | 0.95 | 1.02 | 0.74 | 0.87 | 0.76 | 0.79 | 0.91 | 0.76 | 0.52 | 1.1 | 0.76 | 0.73 | 0.16 | 0.13 | 0.05 | 0.18 | 0.24 | 0.46 | 0.44 | 0.49 | 1.33 |
RSquared | NA | 0.81 | 0.84 | 0.59 | 0.33 | 0.43 | NA | NA | 0.31 | 0.57 | 0.58 | 0.17 | 0.0 | 0.22 | 0.22 | 0.72 | 0.92 | 0.84 | 0.58 | 0.89 | 0.75 | 0.91 | 0.91 | 0.75 | 0.53 | 0.89 | 0.7 | 0.53 | 0.02 | 0.03 | 0.01 | 0.03 | 0.02 | 0.03 | 0.07 | 0.03 | 0.52 |
Yield(%) | N/A | 0.0 | 5.7 | 4.5 | 4.8 | 10.2 | 11.4 | 8.5 | N/A | 6.0 | 3.2 | 6.2 | 4.1 | 4.5 | 3.4 | 2.6 | 7.0 | 8.2 | 9.0 | 2.6 | 2.9 | 2.6 | 2.0 | 4.4 | 12.9 | 9.9 | 6.9 | 7.1 | 4.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.1 |
Dividend Growth(%) | N/A | -100.0 | 59.6 | 29.2 | 71.0 | 98.4 | N/A | N/A | N/A | 59.6 | -48.6 | 54.7 | 2.2 | 19.6 | 47.4 | 15.2 | -25.8 | -15.2 | 275.0 | -3.4 | 11.5 | 36.8 | -45.7 | -77.1 | 29.7 | 47.5 | 1.3 | 75.6 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/22/1996
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