Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GAAGX (GMO Alternative Allocation Fund Class I) | 2.97% | 15.39% | 6.91% | 3.29% | NA | NA | NA | … | … |
Data as of 06/09/2026, Common starting date is 09/09/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAAGX (GMO Alternative Allocation Fund Class I) | 09/09/2019 | 06/09/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.79 | 15.39 | 6.91 | 3.29 | NA | NA | NA | … | … | 2.97 | 14.86 | -2.81 | 5.77 | 3.36 | -5.38 | -0.48 | 1.60 |
| Sharpe Ratio | NA | 1.89 | 0.60 | 0.08 | NA | NA | NA | … | … | 0.42 | 1.77 | -1.03 | 0.45 | 0.35 | -0.89 | -0.10 | 1.10 |
| Standard Deviation(%) | NA | 6.63 | 6.29 | 6.06 | NA | NA | NA | … | … | 7.44 | 6.80 | 6.22 | 4.71 | 5.61 | 6.09 | 7.09 | 3.66 |
| Draw Down(%) | NA | 3.47 | 5.95 | 9.71 | NA | NA | NA | … | … | 3.47 | 4.65 | 5.95 | 4.07 | 6.40 | 9.76 | 9.55 | 1.47 |
| Yield(%) | 0.00 | 8.80 | 5.53 | 3.95 | 2.39 | 1.59 | 1.20 | … | … | 0.00 | 9.04 | 2.89 | 5.01 | 0.94 | 3.75 | 2.13 | 2.54 |
Data as of 06/09/2026, Common starting date is 09/09/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAAGX (GMO Alternative Allocation Fund Class I) |
-1.69%
Oct 2019 – Oct 2022 |
-0.04%
Nov 2019 – Nov 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAAGX (GMO Alternative Allocation Fund Class I) |
6.81%
Mar 2023 – Mar 2026 |
4.30%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart