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GWOAX: GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND CLASS III (MUTUAL FUND)
Basic Info 24.87 0.15(0.60%) April 25
Asset Class: | WORLD STOCK |
MyPlanIQ Rating: | (95%) |
Start Date: | 06/16/2005 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 3.70% |
Expenses | 0.53% |
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Performance Analytics (As of 04/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/17/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.8 | -29.5 | -19.2 | -8.3 | 1.5 | 2.9 | 9.9 | 7.2 | 22.5 | -14.1 | 18.5 | 10.5 | 26.6 | -13.0 | 25.6 | 6.8 | -4.1 | -0.5 | 25.3 | 14.6 | 0.4 | 9.0 | 19.9 | -32.1 | 10.0 | 20.1 | 10.3 |
Sharpe Ratio | NA | 0.57 | 1.1 | 0.11 | 0.4 | 0.35 | NA | 0.35 | 1.54 | -0.75 | 1.38 | 0.32 | 2.21 | -0.97 | 3.91 | 0.45 | -0.27 | -0.05 | 2.35 | 1.24 | 0.02 | 0.52 | 0.96 | -0.94 | 0.43 | 1.39 | 1.92 |
Draw Down(%) | NA | 4.4 | 9.6 | 26.2 | 35.3 | 35.3 | NA | 49.9 | 9.6 | 26.2 | 6.2 | 35.3 | 7.6 | 22.8 | 2.0 | 11.1 | 16.6 | 12.5 | 7.5 | 10.5 | 16.3 | 15.3 | 23.7 | 42.6 | 11.1 | 13.8 | 6.1 |
Standard Deviation(%) | NA | 9.7 | 11.0 | 15.5 | 19.4 | 16.4 | NA | 17.7 | 12.0 | 20.7 | 13.5 | 31.8 | 11.4 | 14.7 | 6.4 | 14.5 | 15.4 | 11.1 | 10.8 | 11.8 | 21.6 | 17.1 | 20.8 | 35.1 | 16.4 | 12.2 | 9.0 |
Treynor Ratio | NA | 0.06 | 0.14 | 0.02 | 0.08 | 0.06 | NA | 0.08 | 0.2 | -0.18 | 0.21 | 0.1 | 0.24 | -0.14 | 0.31 | 0.08 | -0.04 | -0.01 | 0.31 | 0.22 | 0.0 | 0.11 | 0.31 | -0.42 | 0.08 | 0.21 | 0.23 |
Alpha | NA | 0.03 | 0.04 | 0.02 | 0.02 | 0.01 | NA | 0.01 | 0.03 | 0.0 | 0.04 | 0.0 | 0.01 | 0.01 | 0.01 | 0.01 | 0.0 | 0.01 | 0.04 | 0.01 | 0.05 | 0.0 | -0.01 | 0.02 | -0.01 | -0.01 | -0.01 |
Beta | NA | 0.88 | 0.88 | 0.88 | 0.98 | 0.96 | NA | 0.83 | 0.9 | 0.89 | 0.87 | 1.05 | 1.05 | 1.03 | 0.82 | 0.83 | 0.95 | 0.79 | 0.83 | 0.65 | 0.8 | 0.78 | 0.64 | 0.79 | 0.86 | 0.82 | 0.75 |
RSquared | NA | 0.85 | 0.85 | 0.75 | 0.85 | 0.86 | NA | 0.87 | 0.85 | 0.75 | 0.66 | 0.94 | 0.93 | 0.9 | 0.84 | 0.93 | 0.89 | 0.59 | 0.87 | 0.78 | 0.93 | 0.94 | 0.82 | 0.96 | 0.97 | 0.91 | 0.79 |
Yield(%) | N/A | 0.0 | 6.6 | 7.4 | 7.5 | 6.3 | 9.0 | N/A | 7.0 | 5.8 | 13.4 | 4.1 | 5.2 | 2.5 | 3.6 | 6.5 | 10.7 | 12.1 | 3.3 | 3.6 | 2.2 | 1.8 | 2.9 | 6.2 | 12.3 | 7.2 | 3.3 |
Dividend Growth(%) | N/A | -100.0 | -4.0 | 147.4 | 6.2 | N/A | N/A | N/A | -4.0 | -54.2 | 247.4 | -5.0 | 72.4 | -14.7 | -42.9 | -48.5 | -22.2 | 330.4 | 4.5 | 61.0 | 32.3 | -29.5 | -69.7 | -51.3 | 88.6 | 139.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/17/2005
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