Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GIOTX (GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) | 26.35% | 28.47% | 21.08% | 13.74% | 7.47% | 7.71% | NA | 5.63% |
Data as of 07/24/2025, AR inception is 06/05/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GIOTX (GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) | 06/05/2006 | 07/24/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.38 | 28.47 | 21.08 | 13.74 | 7.47 | 7.71 | NA | 5.63 | 26.35 | 10.66 | 21.03 | -12.66 | 10.83 | 7.43 | 24.44 | -19.66 | 26.38 | 3.24 | -6.64 | -5.84 | 24.27 | 17.16 | -9.08 | 10.47 | 19.77 | -37.77 | 13.29 | 13.53 |
| Sharpe Ratio | NA | 1.14 | 1.20 | 0.71 | 0.33 | NA | NA | 0.23 | 2.34 | 0.31 | 1.37 | -0.73 | 0.83 | 0.24 | 1.98 | -1.46 | 3.52 | 0.18 | -0.40 | -0.47 | 1.84 | 1.15 | -0.36 | 0.50 | 0.84 | -1.01 | 0.58 | 1.44 |
| Standard Deviation(%) | NA | 16.76 | 14.82 | 15.09 | 16.59 | NA | NA | 19.12 | 17.74 | 13.08 | 12.36 | 19.40 | 13.02 | 29.70 | 11.61 | 14.44 | 7.34 | 16.98 | 16.72 | 12.52 | 13.15 | 14.95 | 25.61 | 20.97 | 23.46 | 38.01 | 17.92 | 14.80 |
| Draw Down(%) | NA | 13.40 | 13.71 | 30.07 | 39.29 | NA | NA | 56.54 | 13.40 | 8.65 | 8.98 | 28.54 | 10.51 | 35.24 | 9.50 | 28.35 | 2.62 | 12.10 | 19.59 | 16.88 | 9.75 | 14.45 | 23.13 | 18.76 | 26.34 | 49.05 | 12.23 | 9.40 |
| Yield(%) | 0.00 | 4.79 | 5.90 | 5.88 | 4.32 | 4.88 | 4.01 | 4.23 | 0.00 | 5.37 | 7.40 | 3.50 | 6.62 | 4.56 | 4.51 | 2.98 | 3.84 | 4.08 | 3.08 | 4.22 | 3.83 | 3.79 | 2.50 | 1.35 | 3.58 | 12.96 | 11.49 | 4.09 |
Data as of 07/24/2025, AR inception is 06/05/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIOTX (GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) |
-12.51%
Jun 2007 - Jun 2010 |
-5.90%
May 2007 - May 2012 |
1.15%
Dec 2006 - Dec 2016 |
0.51%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIOTX (GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) |
20.39%
Jun 2022 - Jun 2025 |
17.48%
Feb 2009 - Feb 2014 |
8.27%
Feb 2009 - Feb 2019 |
8.19%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison Chart