Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GUSTX (GMO U.S. TREASURY FUND GMO U.S. TREASURY FUND) | 1.62% | 2.74% | 3.73% | 2.16% | 1.19% | 0.79% | NA | 0.74% |
Data as of 08/01/2025, AR inception is 04/07/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GUSTX (GMO U.S. TREASURY FUND GMO U.S. TREASURY FUND) | 04/07/2009 | 08/01/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.74 | 3.73 | 2.16 | 1.19 | 0.79 | NA | 0.74 | 1.62 | 3.40 | 4.56 | 0.95 | -0.12 | 1.30 | 0.00 | -0.02 | -0.08 | 0.04 | -0.04 | 0.00 | 0.00 | 0.00 | 0.00 | -0.04 | 0.00 |
| Sharpe Ratio | NA | -0.40 | 0.28 | 0.05 | 0.00 | NA | NA | 0.00 | -0.24 | -2.36 | 0.22 | -0.47 | -0.14 | 1.77 | -2.22 | -0.01 | -3.97 | -0.95 | -0.99 | 0.00 | -0.24 | -0.54 | -0.24 | -1.20 | -0.31 |
| Standard Deviation(%) | NA | 1.04 | 1.27 | 1.12 | 72.12 | NA | NA | 56.43 | 1.02 | 1.35 | 1.37 | 0.91 | 1.00 | 0.60 | 0.63 | 228.49 | 0.18 | 0.17 | 0.07 | NA | 0.14 | 0.10 | 0.13 | 0.11 | 0.26 |
| Draw Down(%) | NA | 0.20 | 0.20 | 0.71 | 80.03 | NA | NA | 80.03 | 0.20 | 0.20 | 0.20 | 0.56 | 0.20 | 0.20 | 0.20 | 80.00 | 0.08 | 0.12 | 0.08 | 0.00 | 0.04 | 0.04 | 0.04 | 0.04 | 0.04 |
| Yield(%) | 0.00 | 2.50 | 3.53 | 2.23 | 0.23 | 0.16 | 0.12 | 0.15 | 1.40 | 3.70 | 4.06 | 1.92 | 0.08 | 0.50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/01/2025, AR inception is 04/07/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUSTX (GMO U.S. TREASURY FUND GMO U.S. TREASURY FUND) |
-41.54%
Nov 2015 - Nov 2018 |
-27.53%
Nov 2013 - Nov 2018 |
-0.02%
May 2009 - May 2019 |
0.58%
May 2009 - May 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUSTX (GMO U.S. TREASURY FUND GMO U.S. TREASURY FUND) |
71.64%
Nov 2018 - Nov 2021 |
39.66%
Nov 2018 - Nov 2023 |
1.19%
Apr 2015 - Apr 2025 |
0.79%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison Chart