Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) | 9.72% | 10.46% | 10.48% | 6.88% | 3.88% | 4.76% | 4.02% | 5.65% |
Data as of 07/01/2025, AR inception is 07/23/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) | 07/23/2003 | 07/01/2025 |
| 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 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.62 | 10.46 | 10.48 | 6.88 | 3.88 | 4.76 | 4.02 | 5.65 | 9.72 | -0.67 | 13.46 | -2.24 | 2.97 | -3.14 | 11.60 | -5.44 | 13.05 | 3.40 | -4.92 | -1.58 | 9.59 | 10.02 | 3.97 | 4.81 | 20.54 | -13.42 | 0.22 | 4.42 | 10.45 | 14.65 | 19.39 |
| Sharpe Ratio | NA | 0.80 | 0.88 | 0.67 | 0.28 | NA | NA | 0.52 | 1.89 | -0.83 | 1.33 | -0.48 | 0.51 | -0.21 | 1.76 | -1.06 | 3.54 | 0.42 | -0.62 | -0.26 | 1.60 | 1.67 | 0.45 | 0.62 | 2.27 | -1.33 | -0.25 | 0.13 | 1.30 | 1.61 | 8.06 |
| Standard Deviation(%) | NA | 8.53 | 7.59 | 7.06 | 8.24 | NA | NA | 8.17 | 8.79 | 8.76 | 6.98 | 7.54 | 5.81 | 15.96 | 5.79 | 6.40 | 3.52 | 7.65 | 7.99 | 6.09 | 5.97 | 6.00 | 8.78 | 7.61 | 9.01 | 10.74 | 10.95 | 8.74 | 6.35 | 8.54 | 6.00 |
| Draw Down(%) | NA | 7.16 | 7.16 | 14.41 | 23.40 | NA | NA | 27.56 | 7.16 | 8.28 | 4.70 | 13.20 | 8.28 | 23.40 | 4.71 | 10.55 | 1.25 | 7.17 | 11.43 | 6.99 | 5.38 | 5.66 | 5.77 | 7.31 | 8.58 | 16.03 | 8.92 | 11.25 | 4.13 | 10.06 | 1.76 |
| Yield(%) | 0.00 | 4.92 | 4.94 | 4.05 | 3.09 | 3.24 | 3.41 | 4.78 | 0.00 | 5.11 | 6.04 | 3.02 | 2.48 | 2.88 | 3.59 | 3.25 | 2.63 | 1.65 | 1.30 | 1.93 | 1.86 | 0.80 | 1.53 | 1.89 | 4.00 | 14.42 | 4.18 | 4.26 | 5.90 | 4.25 | 3.73 |
Data as of 07/01/2025, AR inception is 07/23/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) |
-6.25%
Feb 2006 - Feb 2009 |
-0.59%
Mar 2015 - Mar 2020 |
1.55%
Sep 2012 - Sep 2022 |
1.91%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) |
13.47%
Aug 2003 - Aug 2006 |
11.01%
Feb 2009 - Feb 2014 |
7.16%
Aug 2003 - Aug 2013 |
5.57%
Aug 2003 - Aug 2018 |
Annualized Rolling Returns Comparison Chart