Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) | 11.77% | 28.70% | 16.52% | 8.50% | 6.80% | 5.46% | 4.78% | … | … |
Data as of 06/05/2026, Common starting date is 07/23/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) | 07/23/2003 | 06/05/2026 |
| 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 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.44 | 28.70 | 16.52 | 8.50 | 6.80 | 5.46 | 4.78 | … | … | 11.77 | 22.89 | 4.28 | 13.46 | -2.24 | 2.97 | -3.14 | 11.60 | -5.44 | 13.05 | 3.40 | -4.92 | -1.58 | 9.59 | 10.02 | 3.97 | 4.81 | 20.54 | -13.42 | 0.22 | 4.42 | 10.45 | 14.65 | 19.39 |
| Sharpe Ratio | NA | 3.68 | 1.76 | 0.81 | 0.64 | NA | NA | … | … | 3.31 | 2.66 | 0.09 | 1.42 | -0.49 | 0.51 | -0.21 | 1.75 | -1.07 | 3.53 | 0.42 | -0.62 | -0.26 | 1.60 | 1.67 | 0.45 | 0.62 | 2.27 | -1.33 | -0.27 | 0.12 | 1.29 | 1.60 | 8.06 |
| Standard Deviation(%) | NA | 7.08 | 7.53 | 7.31 | 8.07 | NA | NA | … | … | 8.20 | 7.55 | 7.46 | 6.98 | 7.54 | 5.81 | 15.96 | 5.79 | 6.40 | 3.52 | 7.65 | 7.99 | 6.09 | 5.97 | 6.00 | 8.78 | 7.61 | 9.01 | 10.74 | 10.95 | 8.74 | 6.35 | 8.54 | 6.00 |
| Draw Down(%) | NA | 5.78 | 7.16 | 14.41 | 23.40 | NA | NA | … | … | 5.78 | 7.16 | 5.02 | 4.70 | 13.20 | 8.28 | 23.40 | 4.71 | 10.55 | 1.25 | 7.17 | 11.43 | 6.99 | 5.38 | 5.66 | 5.77 | 7.31 | 8.58 | 16.03 | 8.92 | 11.25 | 4.13 | 10.06 | 1.76 |
| Yield(%) | 0.00 | 4.60 | 5.43 | 3.94 | 3.67 | 3.15 | 3.28 | … | … | 0.00 | 4.91 | 5.11 | 6.04 | 3.02 | 2.48 | 2.88 | 3.59 | 3.25 | 2.63 | 1.65 | 1.30 | 1.93 | 1.86 | 0.80 | 1.53 | 1.89 | 4.00 | 14.42 | 4.18 | 4.26 | 5.90 | 4.25 | 3.72 |
Data as of 06/05/2026, Common starting date is 07/23/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) |
-6.25%
Feb 2006 – Feb 2009 |
-0.59%
Mar 2015 – Mar 2020 |
1.55%
Sep 2012 – Sep 2022 |
1.91%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) |
17.01%
May 2023 – May 2026 |
11.01%
Feb 2009 – Feb 2014 |
7.16%
Aug 2003 – Aug 2013 |
5.57%
Aug 2003 – Aug 2018 |
Annualized Rolling Returns Comparison Chart