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GTMIX: GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND CLASS III (MUTUAL FUND)
Basic Info 15.85 0.08(0.50%) March 21
| Asset Class: | Foreign Large Value |
| MyPlanIQ Rating: | (90%) |
| Start Date: | 07/29/1998 |
| Last Dividend Date: | 12/13/2024 |
| 12-Mo. Yield | 5.09% |
| Expenses | 0.85% |
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Performance Analytics (As of 03/21/2025)
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 07/29/1998 |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.7 | 14.4 | 11.6 | 7.4 | 13.3 | 3.3 | 4.6 | 4.4 | 5.6 | 0.9 | 16.8 | -11.6 | -0.9 | 7.5 | 23.3 | -21.2 | 27.6 | -0.4 | -5.4 | -7.5 | 25.6 | 14.7 | -8.3 | 9.7 | 21.0 | -39.2 | 13.4 | 25.4 | 16.8 | 24.4 | 41.1 | -2.3 | -8.7 | -4.3 | 15.3 | 1.6 |
| Sharpe Ratio | NA | 5.83 | 0.38 | 0.21 | 0.63 | 0.1 | NA | NA | 0.23 | -0.45 | 0.98 | -0.67 | -0.05 | 0.25 | 1.96 | -1.53 | 3.51 | -0.03 | -0.32 | -0.58 | 1.93 | 0.95 | -0.32 | 0.45 | 0.83 | -1.0 | 0.56 | 1.51 | 1.43 | 1.75 | 3.41 | -0.24 | -0.84 | -0.77 | 1.12 | 0.03 |
| Draw Down(%) | NA | 2.8 | 13.4 | 24.9 | 37.3 | 40.3 | NA | NA | 58.3 | 13.4 | 9.1 | 28.6 | 17.9 | 34.5 | 9.2 | 29.4 | 2.7 | 13.6 | 19.6 | 18.0 | 9.2 | 14.9 | 23.4 | 19.6 | 26.6 | 50.8 | 12.5 | 16.6 | 6.9 | 11.2 | 11.9 | 21.1 | 19.2 | 13.8 | 8.9 | 15.8 |
| Standard Deviation(%) | NA | 14.1 | 13.6 | 14.8 | 17.0 | 16.8 | NA | NA | 18.0 | 12.6 | 12.9 | 19.5 | 17.4 | 29.0 | 11.2 | 14.8 | 7.7 | 17.7 | 16.9 | 12.9 | 13.3 | 15.5 | 26.3 | 21.7 | 25.1 | 40.1 | 18.9 | 14.7 | 10.2 | 13.4 | 11.8 | 14.6 | 13.4 | 10.9 | 10.7 | 18.8 |
| Treynor Ratio | NA | 0.97 | 0.07 | 0.04 | 0.13 | 0.02 | NA | NA | 0.05 | -0.08 | 0.14 | -0.16 | -0.01 | 0.08 | 0.22 | -0.22 | 0.27 | -0.01 | -0.05 | -0.07 | 0.26 | 0.17 | -0.09 | 0.1 | 0.25 | -0.42 | 0.1 | 0.23 | 0.17 | 0.25 | 0.56 | -0.05 | -0.21 | -0.11 | 0.15 | 0.01 |
| Alpha | NA | 0.13 | 0.04 | 0.01 | 0.01 | 0.0 | NA | NA | 0.0 | 0.01 | 0.01 | -0.01 | -0.02 | 0.0 | 0.01 | -0.02 | 0.0 | -0.02 | 0.01 | 0.0 | 0.01 | -0.01 | 0.03 | 0.01 | -0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.04 | 0.02 | -0.01 | 0.0 | -0.01 | -0.01 |
| Beta | NA | 0.85 | 0.74 | 0.83 | 0.85 | 0.91 | NA | NA | 0.89 | 0.71 | 0.91 | 0.84 | 0.9 | 0.93 | 0.98 | 1.02 | 1.0 | 0.96 | 1.03 | 1.09 | 0.99 | 0.89 | 0.97 | 0.99 | 0.84 | 0.95 | 1.0 | 0.98 | 0.87 | 0.93 | 0.72 | 0.63 | 0.54 | 0.77 | 0.8 | 0.76 |
| RSquared | NA | 0.77 | 0.68 | 0.8 | 0.78 | 0.85 | NA | NA | 0.89 | 0.66 | 0.81 | 0.88 | 0.52 | 0.95 | 0.92 | 0.88 | 0.89 | 0.96 | 0.93 | 0.9 | 0.92 | 0.93 | 0.98 | 0.98 | 0.96 | 0.98 | 0.97 | 0.93 | 0.81 | 0.76 | 0.85 | 0.73 | 0.62 | 0.74 | 0.74 | 0.87 |
| Yield(%) | N/A | 0.0 | 5.0 | 3.5 | 5.3 | 3.3 | 3.9 | 4.4 | N/A | 5.2 | 2.2 | 3.2 | 4.8 | 2.3 | 4.9 | 5.3 | 2.9 | 4.0 | 3.0 | 3.8 | 3.2 | 3.5 | 3.0 | 2.6 | 3.1 | 5.0 | 13.4 | 6.7 | 3.9 | 2.2 | 3.3 | 2.7 | 2.8 | 1.4 | 1.3 | 0.5 |
| Dividend Growth(%) | N/A | -100.0 | 166.1 | -12.9 | -11.1 | -32.7 | N/A | N/A | N/A | 166.1 | -41.8 | -36.9 | 116.5 | -42.8 | -32.6 | 127.5 | -27.5 | 18.9 | -28.2 | 38.8 | 2.0 | 2.7 | 25.3 | -2.7 | -63.8 | -63.1 | 131.0 | 101.0 | 107.7 | -6.3 | 17.0 | -16.5 | 90.2 | 26.4 | 174.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/29/1998
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