GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX)

Basic Info 28.99 0.19(0.65%)
June 21

GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III started on 10/11/1996
GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III is classified as asset class Foreign Large Value
GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III expense ratio is 0.67%
GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III rating is
(91%)

GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) Dividend Info

GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) dividend growth in the last 12 months is 59.88%

The trailing 12-month yield of GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III is 7.28%. its dividend history:

DateDividend
12/27/2023 1.7388
07/13/2023 0.2256
12/28/2022 1.1589
07/14/2022 0.0698
12/29/2021 1.8311
07/13/2021 0.1016
12/28/2020 1.187
07/09/2020 0.1
12/27/2019 1.101
07/16/2019 0.104
12/26/2018 0.7705
07/12/2018 0.196
12/26/2017 0.877
12/27/2016 0.83
07/13/2016 0.07
12/28/2015 0.283
07/13/2015 0.398
12/29/2014 0.47
07/08/2014 0.168
12/27/2013 0.711
07/08/2013 0.028
12/27/2012 0.308
07/09/2012 0.012
12/29/2011 0.218
07/07/2011 0.018
12/30/2010 0.117
07/08/2010 0.039
12/30/2009 0.204
07/07/2009 0.104
12/30/2008 1.445
07/08/2008 2.031
12/28/2007 1.919
07/06/2007 1.224
12/28/2006 1.581
07/06/2006 0.767
12/29/2005 0.76
07/08/2005 0.378
12/30/2004 0.504
07/09/2004 0.078
12/30/2003 0.044
03/28/2003 0.202
12/30/2002 0.095
07/10/2002 0.22
07/10/2001 0.238
07/10/2000 0.296
12/29/1999 0.082
07/08/1999 0.284
12/29/1998 0.496
07/08/1998 0.583
12/29/1997 0.757
07/08/1997 0.118
12/27/1996 0.097

Dividend Growth History for GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX)

Year
Payout Amount
Year Start Yield
Annual Payout Growth (YoY)
CAGR to 2023
2023 $1.9644 8.00% 59.88% -
2022 $1.2287 3.86% -36.43% 59.88%
2021 $1.9327 6.18% 50.17% 0.82%
2020 $1.287 4.19% 6.80% 15.14%
2019 $1.205 4.75% 24.68% 13.00%
2018 $0.9665 2.96% 10.21% 15.24%
2017 $0.877 3.36% -2.56% 14.39%
2016 $0.9 10.94% 32.16% 11.80%
2015 $0.681 6.89% 6.74% 14.16%
2014 $0.638 5.68% -13.67% 13.31%
2013 $0.739 7.07% 130.94% 10.27%
2012 $0.32 3.54% 35.59% 17.94%
2011 $0.236 2.24% 51.28% 19.31%
2010 $0.156 1.62% -49.35% 21.51%
2009 $0.308 3.99% -91.14% 14.15%
2008 $3.476 19.67% 10.59% -3.73%
2007 $3.143 17.59% 33.86% -2.89%
2006 $2.348 14.15% 106.33% -1.04%
2005 $1.138 7.87% 95.53% 3.08%
2004 $0.582 4.72% 136.59% 6.61%
2003 $0.246 2.89% -21.90% 10.95%
2002 $0.315 3.56% 32.35% 9.11%
2001 $0.238 2.48% -19.59% 10.07%
2000 $0.296 2.78% -19.13% 8.58%
1999 $0.366 4.18% -66.08% 7.25%
1998 $1.079 11.36% 23.31% 2.43%
1997 $0.875 8.67% 802.06% 3.16%
1996 $0.097 0.97% - 11.79%

Dividend Growth Chart for GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX)


GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) Historical Returns And Risk Info

From 10/14/1996 to 06/21/2024, the compound annualized total return (dividend reinvested) of GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) is 6.445%. Its cumulative total return (dividend reinvested) is 462.274%.

From 10/14/1996 to 06/21/2024, the Maximum Drawdown of GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) is 58.5%.

From 10/14/1996 to 06/21/2024, the Sharpe Ratio of GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) is 0.29.

From 10/14/1996 to 06/21/2024, the Annualized Standard Deviation of GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) is 17.2%.

From 10/14/1996 to 06/21/2024, the Beta of GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) is 0.85.

Last 1 Week* YTD*(2024) 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Since
10/14/1996
2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996
Annualized Return(%) 0.3 5.6 15.3 -0.0 5.6 2.7 5.8 5.8 6.4 13.1 -18.8 7.8 7.0 23.8 -17.8 27.3 7.1 -8.9 -6.3 16.7 17.1 -11.0 12.7 28.0 -41.2 17.5 25.9 18.7 24.1 48.5 -0.4 -5.7 -6.5 26.8 2.0 1.7 2.7
Sharpe Ratio NA 0.84 1.02 -0.17 0.22 0.1 NA NA 0.29 0.67 -1.03 0.6 0.24 1.95 -1.32 3.83 0.42 -0.55 -0.52 1.31 1.16 -0.44 0.61 1.15 -1.08 0.78 1.52 1.63 1.73 4.4 -0.11 -0.67 -1.01 2.24 -0.08 -0.16 1.36
Draw Down(%) NA 4.3 8.8 32.3 34.5 37.4 NA NA 58.5 8.8 31.9 10.7 34.5 9.4 26.8 2.5 11.2 20.7 16.5 11.1 15.2 24.0 18.3 25.2 52.3 13.1 18.3 7.4 13.0 10.1 21.6 18.9 13.9 8.6 27.9 12.9 3.3
Standard Deviation(%) NA 10.2 11.2 14.9 18.0 16.1 NA NA 17.2 13.2 19.7 12.9 28.6 11.5 14.5 7.0 16.5 16.2 12.1 12.7 14.8 24.9 20.8 24.2 39.1 18.6 14.9 10.2 13.4 10.9 13.3 12.2 10.5 10.5 17.1 11.2 7.0
Treynor Ratio NA 0.1 0.13 -0.03 0.04 0.02 NA NA 0.06 0.11 -0.27 0.09 0.07 0.22 -0.18 0.31 0.08 -0.09 -0.07 0.17 0.21 -0.12 0.13 0.36 -0.46 0.15 0.23 0.19 0.25 0.73 -0.03 -0.17 -0.15 0.31 -0.02 -0.02 0.11
Alpha NA 0.02 0.03 0.0 0.0 0.0 NA NA 0.01 -0.01 -0.05 0.0 -0.01 0.01 -0.01 0.01 0.01 -0.01 0.0 -0.01 0.0 0.01 0.02 0.01 -0.02 0.02 0.0 0.01 0.02 0.06 0.03 0.0 -0.01 0.03 -0.05 0.02 -0.02
Beta NA 0.88 0.9 0.81 0.87 0.91 NA NA 0.85 0.81 0.77 0.88 0.93 1.02 1.07 0.88 0.89 0.99 0.84 0.95 0.8 0.91 0.95 0.77 0.92 0.99 1.0 0.88 0.94 0.66 0.57 0.49 0.72 0.76 0.77 0.72 0.83
RSquare NA 0.9 0.87 0.77 0.86 0.88 NA NA 0.87 0.65 0.71 0.83 0.95 0.94 0.94 0.83 0.95 0.92 0.61 0.95 0.83 0.97 0.96 0.85 0.98 0.98 0.94 0.84 0.77 0.85 0.7 0.62 0.7 0.7 0.81 0.77 0.76
Yield(%) N/A 0.0 7.3 4.9 5.3 9.6 11.4 9.6 N/A 8.0 3.9 6.2 4.2 4.8 3.0 3.4 10.9 6.9 5.7 7.1 3.5 2.2 1.6 4.0 19.7 17.6 14.2 7.9 4.7 2.9 3.6 2.5 2.8 4.2 11.4 8.7 1.0
Dividend Growth(%) N/A -100.0 59.9 48.2 87.5 -6.2 N/A N/A N/A 59.9 -36.4 50.2 6.8 24.7 10.2 -2.6 32.2 6.7 -13.7 130.9 35.6 51.3 -49.4 -91.1 10.6 33.9 106.3 95.5 136.6 -21.9 32.4 -19.6 -19.1 -66.1 23.3 802.1 N/A

Return Calculator for GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX)

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GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) Historical Return Chart

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GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) Rolling Returns Charts

A rolling return for a period such as 5-year, as of a specific date, represents the investment’s performance over the preceding five years leading up to that date. In the 5-year rolling chart, the value on any given date corresponds to the annualized return for the preceding 5 years up to that very date. Thus, for instance, the chart value on 8/28/2015 reflects the annualized return from 8/28/2010 to 8/28/2015. A 5-year rolling return chart for an investment (stock, fund or portfolio) depicts the return sequence of 5-year trailing returns for the dates in the chart.

These rolling returns contrast with the most recent 3, 5, 10, and 15-year returns, as they solely depict the returns for those respective periods leading up to the most recent date, without encompassing every date in the historical record.

Rolling return charts offer a more precise insight into a portfolio’s risk and return stability (including funds or individual stocks). This is particularly true when focusing on the minimal return points within a rolling return chart as a measure of a fund or a portfolio's risk. A well-known observation, often attributed to ‘Murphy’s law’, is that it tends to perform poorly when investors decide to follow an investment due to its recent strong returns. Sound familiar? Information regarding minimum rolling returns could help mitigate this predicament. Investors can opt for an investment showcasing high minimum rolling returns within their preferred holding durations. In fact, merely possessing knowledge of such minimum rolling period returns can anchor investors’ expectations.

For instance, let’s consider an investor who follows a model portfolio (or even simply purchases and holds a fund like VFINX or SPY) for 10 years. Armed with knowledge of this portfolio’s minimum 10-year rolling return since its inception date or the fund’s inception (in the case of VFINX, recognizing that the minimum 10-year rolling return since 1987 could be as low as -2.24%), the investor should reasonably anticipate the potential for the portfolio to incur losses over the forthcoming 10 years.

Minimum rolling return for a period such as 10-year offers a different and often better historical risk and return metric than other popular risk and return metrics such as Sharpe ratio, standard deviation (volatility) or maximum drawdown.

See Portfolio Calculator and Rolling Returns for more detailed description.

From 10/14/1996 to 06/21/2024, the worst annualized return of 3-year rolling returns for GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) is -12.64%.
From 10/14/1996 to 06/21/2024, the worst annualized return of 5-year rolling returns for GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) is -5.17%.
From 10/14/1996 to 06/21/2024, the worst annualized return of 10-year rolling returns for GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) is 0.87%.
From 10/14/1996 to 06/21/2024, the worst annualized return of 20-year rolling returns for GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III (GIEAX) is 5.1%.

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