Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GBATX (GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III) | 10.37% | 8.17% | 12.17% | 4.38% | 4.05% | 6.04% | 5.73% | 5.86% |
Data as of 07/15/2025, AR inception is 05/31/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBATX (GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III) | 05/31/2005 | 07/15/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.49 | 8.17 | 12.17 | 4.38 | 4.05 | 6.04 | 5.73 | 5.86 | 10.37 | 0.11 | 17.36 | -15.01 | -4.64 | 3.86 | 19.59 | -9.40 | 19.30 | 7.46 | -5.36 | 1.98 | 21.57 | 13.25 | 2.38 | 7.80 | 21.11 | -21.29 | 9.07 | 16.77 | 9.87 |
| Sharpe Ratio | NA | 0.47 | 0.72 | 0.21 | 0.21 | NA | NA | 0.37 | 1.39 | -0.65 | 1.55 | -1.16 | -0.30 | 0.15 | 2.19 | -1.06 | 4.13 | 0.70 | -0.51 | 0.24 | 2.39 | 1.41 | 0.15 | 0.60 | 1.50 | -1.13 | 0.55 | 1.55 | 2.21 |
| Standard Deviation(%) | NA | 11.39 | 10.55 | 12.17 | 12.71 | NA | NA | 12.49 | 12.88 | 10.03 | 8.52 | 14.24 | 15.80 | 23.87 | 8.29 | 10.11 | 4.54 | 10.30 | 10.68 | 8.11 | 9.01 | 9.43 | 16.06 | 12.91 | 14.03 | 19.66 | 11.01 | 8.75 | 6.72 |
| Draw Down(%) | NA | 9.98 | 11.18 | 35.36 | 35.36 | NA | NA | 35.40 | 9.90 | 10.04 | 5.97 | 25.16 | 16.64 | 29.68 | 6.08 | 16.75 | 1.45 | 7.24 | 12.95 | 8.40 | 6.82 | 8.64 | 11.40 | 11.68 | 15.72 | 28.35 | 7.64 | 10.18 | 4.68 |
| Yield(%) | 0.00 | 5.02 | 5.96 | 4.94 | 4.71 | 6.55 | 6.17 | 6.32 | 0.00 | 5.96 | 6.66 | 4.53 | 5.92 | 3.41 | 5.89 | 8.02 | 3.43 | 3.01 | 8.39 | 11.88 | 9.36 | 10.02 | 2.53 | 1.81 | 3.87 | 11.26 | 7.83 | 6.97 | 2.48 |
Data as of 07/15/2025, AR inception is 05/31/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBATX (GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III) |
-6.05%
Sep 2019 - Sep 2022 |
-2.83%
Sep 2017 - Sep 2022 |
1.96%
Oct 2013 - Oct 2023 |
2.64%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBATX (GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III) |
16.55%
Feb 2009 - Feb 2012 |
15.82%
Feb 2009 - Feb 2014 |
9.50%
Feb 2009 - Feb 2019 |
7.00%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart