Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GAAVX (GMO Alternative Allocation Fund Class VI) | -0.75% | -4.77% | 2.35% | 0.89% | NA | NA | NA | 0.59% |
Data as of 07/18/2025, AR inception is 05/02/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAAVX (GMO Alternative Allocation Fund Class VI) | 05/02/2019 | 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 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.66 | -4.77 | 2.35 | 0.89 | NA | NA | NA | 0.59 | -0.75 | -2.55 | 6.07 | 3.63 | -5.12 | -0.28 | 3.03 |
| Sharpe Ratio | NA | -0.65 | -0.03 | -0.13 | NA | NA | NA | -0.17 | -0.16 | -0.98 | 0.51 | 0.39 | -0.84 | -0.08 | 0.89 |
| Standard Deviation(%) | NA | 8.04 | 5.90 | 5.83 | NA | NA | NA | 5.98 | 7.97 | 6.33 | 4.72 | 5.62 | 6.10 | 7.02 | 3.61 |
| Draw Down(%) | NA | 5.80 | 5.80 | 9.59 | NA | NA | NA | 9.59 | 5.37 | 5.80 | 4.09 | 6.22 | 9.59 | 9.50 | 1.54 |
| Yield(%) | 0.00 | 2.60 | 2.93 | 2.98 | 1.72 | 1.14 | 0.86 | 2.86 | 0.00 | 3.16 | 5.20 | 0.93 | 3.75 | 2.34 | 2.62 |
Data as of 07/18/2025, AR inception is 05/02/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAAVX (GMO Alternative Allocation Fund Class VI) |
-1.67%
Sep 2019 - Sep 2022 |
0.24%
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 |
|---|---|---|---|---|
| GAAVX (GMO Alternative Allocation Fund Class VI) |
4.13%
Mar 2022 - Mar 2025 |
2.75%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart