Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GBATX (GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III) | 10.51% | 26.75% | 16.90% | 4.02% | 6.80% | 6.62% | 6.45% | … | … |
Data as of 06/10/2026, Common starting date is 05/31/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBATX (GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III) | 05/31/2005 | 06/10/2026 |
| 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 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.79 | 26.75 | 16.90 | 4.02 | 6.80 | 6.62 | 6.45 | … | … | 10.51 | 24.71 | 5.49 | 17.36 | -15.01 | -4.64 | 3.86 | 19.59 | -9.40 | 19.30 | 7.46 | -5.36 | 1.98 | 21.57 | 13.25 | 2.38 | 7.80 | 21.11 | -21.29 | 9.07 | 16.77 | 9.87 |
| Sharpe Ratio | NA | 3.15 | 1.61 | 0.16 | 0.43 | NA | NA | … | … | 3.04 | 2.03 | 0.22 | 1.62 | -1.16 | -0.30 | 0.15 | 2.18 | -1.07 | 4.12 | 0.70 | -0.51 | 0.24 | 2.39 | 1.41 | 0.15 | 0.60 | 1.50 | -1.13 | 0.54 | 1.53 | 2.20 |
| Standard Deviation(%) | NA | 9.28 | 9.61 | 11.96 | 12.57 | NA | NA | … | … | 10.68 | 10.83 | 8.47 | 8.52 | 14.24 | 15.80 | 23.87 | 8.29 | 10.11 | 4.54 | 10.30 | 10.68 | 8.11 | 9.01 | 9.43 | 16.06 | 12.91 | 14.03 | 19.66 | 11.01 | 8.75 | 6.72 |
| Draw Down(%) | NA | 7.06 | 9.98 | 35.36 | 35.36 | NA | NA | … | … | 7.06 | 9.90 | 6.00 | 5.97 | 25.16 | 16.64 | 29.68 | 6.08 | 16.75 | 1.45 | 7.24 | 12.95 | 8.40 | 6.82 | 8.64 | 11.40 | 11.68 | 15.72 | 28.35 | 7.64 | 10.18 | 4.68 |
| Yield(%) | 0.00 | 13.69 | 9.25 | 5.52 | 6.01 | 6.47 | 6.23 | … | … | 0.00 | 14.90 | 5.96 | 6.66 | 4.53 | 5.92 | 3.41 | 5.89 | 8.02 | 3.43 | 3.01 | 8.39 | 11.88 | 9.36 | 10.02 | 2.53 | 1.81 | 3.87 | 11.26 | 7.83 | 6.97 | 2.48 |
Data as of 06/10/2026, Common starting date is 05/31/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBATX (GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III) |
-6.05%
Sep 2019 – Sep 2022 |
-2.83%
Sep 2017 – Sep 2022 |
1.96%
Oct 2013 – Oct 2023 |
2.64%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBATX (GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III) |
19.23%
May 2023 – May 2026 |
15.82%
Feb 2009 – Feb 2014 |
9.50%
Feb 2009 – Feb 2019 |
7.00%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart