Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GAAGX (GMO Alternative Allocation Fund Class I) | 0.29% | -2.79% | 2.77% | 0.92% | NA | NA | NA | 0.39% |
Data as of 07/14/2025, AR inception is 09/09/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAAGX (GMO Alternative Allocation Fund Class I) | 09/09/2019 | 07/14/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.06 | -2.79 | 2.77 | 0.92 | NA | NA | NA | 0.39 | 0.29 | -2.81 | 5.77 | 3.36 | -5.38 | -0.48 | 1.60 |
| Sharpe Ratio | NA | -0.70 | -0.07 | -0.18 | NA | NA | NA | -0.24 | -0.19 | -1.03 | 0.45 | 0.35 | -0.89 | -0.10 | 1.10 |
| Standard Deviation(%) | NA | 7.92 | 5.85 | 5.81 | NA | NA | NA | 6.09 | 7.96 | 6.22 | 4.71 | 5.61 | 6.09 | 7.09 | 3.66 |
| Draw Down(%) | NA | 5.95 | 5.95 | 9.76 | NA | NA | NA | 9.76 | 5.41 | 5.95 | 4.07 | 6.40 | 9.76 | 9.55 | 1.47 |
| Yield(%) | 0.00 | 2.45 | 2.79 | 2.86 | 1.62 | 1.08 | 0.81 | 3.25 | 0.00 | 2.89 | 5.01 | 0.94 | 3.75 | 2.13 | 2.54 |
Data as of 07/14/2025, AR inception is 09/09/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAAGX (GMO Alternative Allocation Fund Class I) |
-1.69%
Oct 2019 - Oct 2022 |
-0.04%
Nov 2019 - Nov 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAAGX (GMO Alternative Allocation Fund Class I) |
3.85%
Mar 2022 - Mar 2025 |
2.47%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart