Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMOLX (GMO Opportunistic Income Fund Class I) | 2.50% | 4.98% | 5.07% | 3.59% | NA | NA | NA | 3.70% |
Data as of 07/16/2025, AR inception is 11/06/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOLX (GMO Opportunistic Income Fund Class I) | 11/06/2019 | 07/16/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.04 | 4.98 | 5.07 | 3.59 | NA | NA | NA | 3.70 | 2.50 | 5.83 | 6.92 | -2.32 | 2.68 | 3.10 | -0.03 |
| Sharpe Ratio | NA | 1.05 | 0.78 | 0.86 | NA | NA | NA | 0.57 | 0.91 | 1.15 | 1.48 | -1.79 | 3.28 | 0.69 | -1.75 |
| Standard Deviation(%) | NA | 1.81 | 2.13 | 1.79 | NA | NA | NA | 2.41 | 1.90 | 1.92 | 2.23 | 2.11 | 0.81 | 4.11 | 0.76 |
| Draw Down(%) | NA | 0.94 | 2.84 | 4.55 | NA | NA | NA | 8.83 | 0.94 | 0.78 | 0.83 | 4.55 | 0.31 | 8.83 | 0.29 |
| Yield(%) | 0.00 | 4.46 | 5.14 | 4.36 | 2.61 | 1.74 | 1.31 | 5.22 | 1.62 | 5.13 | 6.06 | 4.87 | 1.93 | 4.00 | 4.44 |
Data as of 07/16/2025, AR inception is 11/06/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOLX (GMO Opportunistic Income Fund Class I) |
0.91%
Feb 2020 - Feb 2023 |
3.12%
Jan 2020 - Jan 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOLX (GMO Opportunistic Income Fund Class I) |
5.09%
Jun 2022 - Jun 2025 |
4.50%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart