Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMCQX (GMO U.S. EQUITY ALLOCATION FUND CLASS VI) | 2.05% | -0.81% | 5.14% | 3.69% | 5.46% | 8.36% | 5.73% | 6.46% |
Data as of 07/25/2025, AR inception is 06/30/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMCQX (GMO U.S. EQUITY ALLOCATION FUND CLASS VI) | 06/30/2003 | 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 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.06 | -0.81 | 5.14 | 3.69 | 5.46 | 8.36 | 5.73 | 6.46 | 2.05 | 4.17 | 9.41 | -17.37 | 9.78 | 4.50 | 28.63 | -9.56 | 16.52 | 13.70 | 0.70 | 9.43 | 29.68 | 12.87 | 8.21 | 8.82 | 21.40 | -30.28 | 1.61 | 9.78 | 3.44 | 10.00 | 14.29 |
| Sharpe Ratio | NA | -0.18 | 0.09 | 0.09 | 0.20 | NA | NA | 0.29 | 0.03 | -0.14 | 0.35 | -0.79 | 0.47 | 0.12 | 2.11 | -0.63 | 2.06 | 1.01 | 0.04 | 0.88 | 2.91 | 1.19 | 0.42 | 0.54 | 0.99 | -0.83 | -0.09 | 0.62 | 0.12 | 0.80 | 2.15 |
| Standard Deviation(%) | NA | 22.31 | 18.90 | 19.73 | 19.74 | NA | NA | 18.46 | 24.21 | 17.30 | 14.73 | 23.73 | 20.61 | 34.88 | 12.93 | 17.20 | 7.73 | 13.37 | 15.14 | 10.66 | 10.20 | 10.85 | 19.56 | 16.17 | 21.58 | 37.54 | 15.35 | 10.55 | 10.75 | 11.32 | 13.68 |
| Draw Down(%) | NA | 26.19 | 26.19 | 32.79 | 33.90 | NA | NA | 48.16 | 20.85 | 13.72 | 12.39 | 25.23 | 14.77 | 33.90 | 6.77 | 20.59 | 3.54 | 10.19 | 12.67 | 6.74 | 4.78 | 7.89 | 14.40 | 14.97 | 23.26 | 41.68 | 10.36 | 8.65 | 7.62 | 8.90 | 6.42 |
| Yield(%) | 0.00 | 0.97 | 1.46 | 1.56 | 6.23 | 8.97 | 5.96 | 6.99 | 0.00 | 1.54 | 1.57 | 1.22 | 1.61 | 1.69 | 14.17 | 16.52 | 10.22 | 12.97 | 11.65 | 15.39 | 2.20 | 2.37 | 2.14 | 1.60 | 2.00 | 1.51 | 12.52 | 4.20 | 4.10 | 1.48 | 1.11 |
Data as of 07/25/2025, AR inception is 06/30/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMCQX (GMO U.S. EQUITY ALLOCATION FUND CLASS VI) |
-13.98%
Feb 2006 - Feb 2009 |
-6.37%
Feb 2004 - Feb 2009 |
4.32%
Apr 2015 - Apr 2025 |
5.02%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMCQX (GMO U.S. EQUITY ALLOCATION FUND CLASS VI) |
21.80%
Feb 2009 - Feb 2012 |
19.98%
Feb 2009 - Feb 2014 |
14.01%
Feb 2009 - Feb 2019 |
10.82%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart