Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GAAKX (GMO Alternative Allocation Fund Class R6) | 0.11% | 12.67% | 6.41% | 2.94% | NA | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 08/04/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAAKX (GMO Alternative Allocation Fund Class R6) | 08/04/2020 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.47 | 12.67 | 6.41 | 2.94 | NA | NA | NA | … | … | 0.11 | 15.06 | -2.69 | 5.92 | 3.61 | -4.44 | 2.95 |
| Sharpe Ratio | NA | 1.07 | 0.41 | 0.05 | NA | NA | NA | … | … | -0.56 | 1.80 | -1.03 | 0.48 | 0.39 | -0.73 | 1.95 |
| Standard Deviation(%) | NA | 7.68 | 6.65 | 6.29 | NA | NA | NA | … | … | 9.65 | 6.80 | 6.15 | 4.72 | 5.63 | 6.08 | 3.72 |
| Draw Down(%) | NA | 5.50 | 5.87 | 8.88 | NA | NA | NA | … | … | 5.50 | 4.63 | 5.87 | 4.07 | 6.30 | 8.88 | 1.28 |
| Yield(%) | 0.00 | 8.09 | 5.35 | 3.84 | 2.18 | 1.45 | 1.09 | … | … | 0.00 | 8.28 | 2.83 | 5.06 | 0.93 | 3.76 | 2.16 |
Data as of 06/05/2026, Common starting date is 08/04/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAAKX (GMO Alternative Allocation Fund Class R6) |
0.91%
Jan 2022 – Jan 2025 |
2.40%
Sep 2020 – Sep 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAAKX (GMO Alternative Allocation Fund Class R6) |
6.81%
Feb 2023 – Feb 2026 |
4.64%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart