Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GAAVX (GMO Alternative Allocation Fund Class VI) | 3.11% | 15.71% | 7.19% | 3.57% | NA | NA | NA | … | … |
Data as of 06/09/2026, Common starting date is 05/02/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAAVX (GMO Alternative Allocation Fund Class VI) | 05/02/2019 | 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 (%) | 1.83 | 15.71 | 7.19 | 3.57 | NA | NA | NA | … | … | 3.11 | 11.41 | -2.55 | 6.07 | 3.63 | -5.12 | -0.28 | 3.03 |
| Sharpe Ratio | NA | 1.94 | 0.65 | 0.13 | NA | NA | NA | … | … | 0.47 | 1.23 | -0.98 | 0.51 | 0.39 | -0.84 | -0.08 | 0.89 |
| Standard Deviation(%) | NA | 6.62 | 6.32 | 6.09 | NA | NA | NA | … | … | 7.41 | 7.10 | 6.33 | 4.72 | 5.62 | 6.10 | 7.02 | 3.61 |
| Draw Down(%) | NA | 3.39 | 5.80 | 9.59 | NA | NA | NA | … | … | 3.39 | 6.51 | 5.80 | 4.09 | 6.22 | 9.59 | 9.50 | 1.54 |
| Yield(%) | 0.00 | 9.02 | 5.76 | 4.09 | 2.52 | 1.68 | 1.26 | … | … | 0.00 | 9.28 | 3.16 | 5.20 | 0.93 | 3.75 | 2.34 | 2.62 |
Data as of 06/09/2026, Common starting date is 05/02/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAAVX (GMO Alternative Allocation Fund Class VI) |
-1.67%
Sep 2019 – Sep 2022 |
0.24%
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 |
|---|---|---|---|---|
| GAAVX (GMO Alternative Allocation Fund Class VI) |
7.11%
Mar 2023 – Mar 2026 |
4.59%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart