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GMWAX: GMO GLOBAL ASSET ALLOCATION FUND CLASS III (MUTUAL FUND)
Basic Info 33.34 0(0.0%) May 08
| Asset Class: | World Allocation |
| MyPlanIQ Rating: | (91%) |
| Start Date: | 10/22/1996 |
| Last Dividend Date: | 07/11/2024 |
| 12-Mo. Yield | 0.14% |
| Expenses | 0.70% |
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Performance Analytics (As of 05/02/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 10/22/1996 |
2024 | 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(%) | 0.7 | 4.5 | 1.3 | 5.4 | 6.6 | 4.0 | 5.4 | 5.2 | 4.2 | 0.2 | 16.2 | -12.7 | 7.0 | 6.2 | 17.7 | -7.2 | 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 | 0.64 | -0.38 | 0.12 | 0.38 | 0.22 | NA | NA | 0.23 | -0.66 | 1.46 | -1.13 | 0.82 | 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 | 0.63 | 1.32 | 1.18 | 1.17 | 3.45 | -0.33 | -0.71 | -0.74 | 0.16 | -0.78 | -0.5 | 1.27 |
| Draw Down(%) | NA | 9.1 | 13.2 | 13.2 | 22.5 | 25.1 | NA | NA | 38.5 | 9.1 | 7.0 | 21.5 | 6.4 | 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 | 13.7 | 11.6 | 10.5 | 10.2 | 10.5 | NA | NA | 10.9 | 9.6 | 8.3 | 12.5 | 8.6 | 19.6 | 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 | 0.1 | -0.06 | 0.02 | 0.06 | 0.03 | NA | NA | 0.04 | -0.1 | 0.13 | -0.22 | 0.1 | 0.13 | 0.23 | -0.11 | 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 | 1.86 | -0.62 | -0.46 | -0.34 | 0.06 | -0.31 | -0.16 | 0.07 |
| Alpha | NA | 0.01 | -0.01 | 0.01 | 0.02 | 0.01 | NA | NA | 0.0 | -0.01 | 0.02 | -0.01 | 0.01 | -0.01 | 0.02 | -0.01 | 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 | 0.84 | 0.73 | 0.74 | 0.68 | 0.8 | NA | NA | 0.64 | 0.67 | 0.89 | 0.66 | 0.72 | 0.46 | 0.72 | 0.78 | 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 | 0.5 | 1.33 |
| RSquared | NA | 0.85 | 0.6 | 0.71 | 0.66 | 0.74 | NA | NA | 0.4 | 0.5 | 0.81 | 0.65 | 0.61 | 0.17 | 0.42 | 0.68 | 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 | 0.1 | 3.2 | 4.3 | 9.9 | 9.4 | 8.0 | N/A | 0.1 | 6.0 | 3.2 | 6.2 | 4.1 | 4.5 | 3.3 | 2.6 | 7.0 | 8.3 | 9.0 | 2.6 | 2.9 | 2.7 | 2.0 | 4.3 | 13.0 | 9.8 | 7.0 | 7.1 | 4.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.1 |
| Dividend Growth(%) | N/A | -100.0 | -97.5 | -40.3 | 33.8 | 65.8 | N/A | N/A | N/A | -97.5 | 59.3 | -48.4 | 55.3 | 2.0 | 20.2 | 47.5 | 14.7 | -26.1 | -14.7 | 270.9 | -2.1 | 7.9 | 41.3 | -45.7 | -77.3 | 30.4 | 45.5 | 2.7 | 75.4 | 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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See World Allocation Asset Class Trend Rankings |
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