Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GBMBX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS IV) | 10.12% | 26.18% | 15.52% | 8.36% | 6.67% | NA | NA | … | … |
Data as of 06/09/2026, Common starting date is 12/26/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBMBX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS IV) | 12/26/2012 | 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 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.59 | 26.18 | 15.52 | 8.36 | 6.67 | NA | NA | … | … | 10.12 | 22.96 | 4.38 | 13.53 | -2.19 | 3.00 | -3.05 | 11.64 | -5.27 | 13.07 | 3.44 | -4.23 | -0.05 | 7.55 | -0.16 |
| Sharpe Ratio | NA | 3.69 | 1.77 | 0.82 | 0.65 | NA | NA | … | … | 3.32 | 2.67 | 0.10 | 1.43 | -0.48 | 0.51 | -0.21 | 1.77 | -1.04 | 3.56 | 0.42 | -0.53 | -0.01 | 1.21 | -1.40 |
| Standard Deviation(%) | NA | 7.09 | 7.52 | 7.31 | 8.06 | NA | NA | … | … | 8.20 | 7.55 | 7.43 | 6.98 | 7.53 | 5.84 | 15.88 | 5.76 | 6.42 | 3.50 | 7.71 | 8.09 | 5.91 | 6.19 | 9.00 |
| Draw Down(%) | NA | 5.78 | 7.19 | 14.39 | 23.37 | NA | NA | … | … | 5.78 | 7.19 | 4.98 | 4.70 | 13.20 | 8.25 | 23.37 | 4.77 | 10.42 | 1.25 | 7.17 | 10.82 | 7.48 | 5.38 | 0.76 |
| Yield(%) | 0.00 | 4.64 | 5.43 | 4.02 | 3.73 | 2.84 | 2.13 | … | … | 0.00 | 4.99 | 5.16 | 6.10 | 3.07 | 2.51 | 2.92 | 3.68 | 3.38 | 2.70 | 1.70 | 1.99 | 3.31 | 0.00 | 0.00 |
Data as of 06/09/2026, Common starting date is 12/26/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBMBX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS IV) |
-1.56%
Sep 2019 – Sep 2022 |
-0.38%
Mar 2015 – Mar 2020 |
1.72%
May 2013 – May 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBMBX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS IV) |
17.09%
May 2023 – May 2026 |
9.50%
Feb 2021 – Feb 2026 |
7.22%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart