Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GAAKX (GMO Alternative Allocation Fund Class R6) | -0.69% | -4.78% | 2.31% | NA | NA | NA | NA | 1.07% |
Data as of 07/18/2025, AR inception is 08/04/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAAKX (GMO Alternative Allocation Fund Class R6) | 08/04/2020 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.64 | -4.78 | 2.31 | NA | NA | NA | NA | 1.07 | -0.69 | -2.69 | 5.92 | 3.61 | -4.44 | 2.95 |
| Sharpe Ratio | NA | -1.01 | -0.18 | NA | NA | NA | NA | -0.21 | -0.55 | -1.03 | 0.48 | 0.39 | -0.73 | 1.95 |
| Standard Deviation(%) | NA | 7.85 | 5.82 | NA | NA | NA | NA | 5.81 | 7.85 | 6.15 | 4.72 | 5.63 | 6.08 | 3.72 |
| Draw Down(%) | NA | 6.41 | 6.41 | NA | NA | NA | NA | 8.88 | 6.41 | 5.87 | 4.07 | 6.30 | 8.88 | 1.28 |
| Yield(%) | 0.00 | 2.38 | 2.76 | 2.87 | 1.43 | 0.96 | 0.72 | 3.58 | 0.00 | 2.83 | 5.06 | 0.93 | 3.76 | 2.16 |
Data as of 07/18/2025, AR inception 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 |
0.00%
NA |
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) |
4.03%
Mar 2022 - Mar 2025 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart