Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMWRX (GMO Global Asset Allocation Fund Class R6) | 12.29% | 11.26% | 11.39% | 7.18% | NA | NA | NA | 7.97% |
Data as of 07/23/2025, AR inception is 10/02/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMWRX (GMO Global Asset Allocation Fund Class R6) | 10/02/2019 | 07/23/2025 |
| 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 (%) | 2.34 | 11.26 | 11.39 | 7.18 | NA | NA | NA | 7.97 | 12.29 | 0.23 | 16.18 | -12.71 | 6.97 | 6.15 | 7.95 |
| Sharpe Ratio | NA | 0.50 | 0.83 | 0.49 | NA | NA | NA | 0.38 | 1.39 | -0.65 | 1.44 | -1.13 | 0.81 | 0.30 | 6.57 |
| Standard Deviation(%) | NA | 10.71 | 9.79 | 9.80 | NA | NA | NA | 12.02 | 11.64 | 9.81 | 8.36 | 12.57 | 8.59 | 19.52 | 5.39 |
| Draw Down(%) | NA | 9.10 | 10.52 | 22.48 | NA | NA | NA | 25.12 | 9.10 | 9.07 | 7.00 | 21.48 | 6.44 | 25.12 | 1.21 |
| Yield(%) | 0.00 | 4.64 | 4.87 | 4.85 | 2.85 | 1.90 | 1.42 | 5.69 | 0.00 | 5.08 | 6.01 | 3.17 | 6.22 | 4.05 | 3.75 |
Data as of 07/23/2025, AR inception is 10/02/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMWRX (GMO Global Asset Allocation Fund Class R6) |
-0.29%
Dec 2019 - Dec 2022 |
3.90%
Dec 2019 - Dec 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMWRX (GMO Global Asset Allocation Fund Class R6) |
11.35%
Jun 2022 - Jun 2025 |
8.49%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart