Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GAAUX (GMO Global Equity Allocation Fund Class I) | 19.36% | 41.57% | 23.85% | 10.85% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 08/18/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAAUX (GMO Global Equity Allocation Fund Class I) | 08/18/2020 | 06/04/2026 |
| 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 (%) | 0.90 | 41.57 | 23.85 | 10.85 | NA | NA | NA | … | … | 19.36 | 29.99 | 9.38 | 22.12 | -17.12 | 14.81 | 13.18 |
| Sharpe Ratio | NA | 3.08 | 1.47 | 0.56 | NA | NA | NA | … | … | 3.29 | 1.83 | 0.41 | 1.56 | -0.95 | 1.13 | 2.55 |
| Standard Deviation(%) | NA | 12.64 | 14.17 | 15.11 | NA | NA | NA | … | … | 15.06 | 15.13 | 14.20 | 11.91 | 19.63 | 13.12 | 15.43 |
| Draw Down(%) | NA | 9.27 | 14.00 | 28.63 | NA | NA | NA | … | … | 9.27 | 13.80 | 7.91 | 9.45 | 28.63 | 7.06 | 6.40 |
| Yield(%) | 0.00 | 5.14 | 6.02 | 5.22 | 3.73 | 2.49 | 1.87 | … | … | 0.00 | 5.60 | 5.58 | 6.42 | 5.90 | 8.19 | 3.99 |
Data as of 06/04/2026, Common starting date is 08/18/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAAUX (GMO Global Equity Allocation Fund Class I) |
2.48%
Apr 2021 – Apr 2024 |
9.30%
Mar 2021 – Mar 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAAUX (GMO Global Equity Allocation Fund Class I) |
24.73%
May 2023 – May 2026 |
13.20%
Oct 2020 – Oct 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart