Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GAAUX (GMO Global Equity Allocation Fund Class I) | 13.09% | 12.23% | 15.25% | NA | NA | NA | NA | 12.93% |
Data as of 07/21/2025, AR inception is 08/18/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAAUX (GMO Global Equity Allocation Fund Class I) | 08/18/2020 | 07/21/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.23 | 15.25 | NA | NA | NA | NA | 12.93 | 13.09 | 9.38 | 22.12 | -17.12 | 14.81 | 13.18 |
| Sharpe Ratio | NA | 0.49 | 0.87 | NA | NA | NA | NA | 0.54 | 1.23 | 0.41 | 1.56 | -0.95 | 1.13 | 2.55 |
| Standard Deviation(%) | NA | 18.00 | 15.03 | NA | NA | NA | NA | 15.37 | 17.82 | 14.20 | 11.91 | 19.63 | 13.12 | 15.43 |
| Draw Down(%) | NA | 14.00 | 14.60 | NA | NA | NA | NA | 28.63 | 13.80 | 7.91 | 9.45 | 28.63 | 7.06 | 6.40 |
| Yield(%) | 0.00 | 4.84 | 5.50 | 6.26 | 3.13 | 2.09 | 1.57 | 7.83 | 0.00 | 5.58 | 6.42 | 5.90 | 8.19 | 3.99 |
Data as of 07/21/2025, AR inception 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 |
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 |
|---|---|---|---|---|
| GAAUX (GMO Global Equity Allocation Fund Class I) |
15.77%
Jun 2022 - Jun 2025 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart