Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMADX (GMO Global Equity Allocation Fund Class R6) | 15.43% | 16.81% | 16.12% | 11.50% | NA | NA | NA | 11.81% |
Data as of 07/25/2025, AR inception is 07/16/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMADX (GMO Global Equity Allocation Fund Class R6) | 07/16/2020 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.33 | 16.81 | 16.12 | 11.50 | NA | NA | NA | 11.81 | 15.43 | 9.49 | 22.23 | -17.07 | 14.99 | 18.64 |
| Sharpe Ratio | NA | 0.76 | 0.85 | 0.63 | NA | NA | NA | 0.63 | 1.49 | 0.41 | 1.57 | -0.95 | 1.14 | 3.01 |
| Standard Deviation(%) | NA | 18.01 | 15.00 | 15.32 | NA | NA | NA | 15.31 | 17.63 | 14.24 | 11.95 | 19.60 | 13.09 | 14.76 |
| Draw Down(%) | NA | 14.05 | 14.59 | 28.58 | NA | NA | NA | 28.58 | 13.79 | 7.91 | 9.45 | 28.58 | 7.02 | 6.40 |
| Yield(%) | 0.00 | 5.01 | 5.60 | 6.56 | 3.33 | 2.22 | 1.66 | 6.66 | 0.00 | 5.74 | 6.49 | 5.97 | 8.29 | 4.21 |
Data as of 07/25/2025, AR inception is 07/16/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMADX (GMO Global Equity Allocation Fund Class R6) |
2.59%
Apr 2021 - Apr 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMADX (GMO Global Equity Allocation Fund Class R6) |
15.89%
Jun 2022 - Jun 2025 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart