Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/12/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) | 5.87% | 0.85% | 6.36% | 5.51% | 2.83% | 3.84% | 3.75% | 5.22% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) | 07/23/2003 | 05/12/2025 |
The return data shown below all have the same latest date: 05/12/2025.
AR inception is since 07/23/2003.
AR inception is since 07/23/2003.
| 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 (%) | 1.15 | 0.85 | 6.36 | 5.51 | 2.83 | 3.84 | 3.75 | 5.22 | 5.87 | -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 | -0.64 | 0.19 | 0.32 | 0.12 | NA | NA | 0.45 | 1.12 | -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 | 9.72 | 8.10 | 7.38 | 8.36 | NA | NA | 8.24 | 9.67 | 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 | 9.29 | 9.29 | 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 | 0.18 | 3.08 | 3.07 | 2.57 | 2.70 | 3.28 | 4.48 | 0.00 | 0.19 | 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 |
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