Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMOOX (GMO Global Asset Allocation Fund Class I) | 9.56% | 24.73% | 15.51% | 6.88% | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 02/03/2021
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOOX (GMO Global Asset Allocation Fund Class I) | 02/03/2021 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.67 | 24.73 | 15.51 | 6.88 | NA | NA | NA | … | … | 9.56 | 23.79 | 4.98 | 16.10 | -12.82 | 4.32 |
| Sharpe Ratio | NA | 3.03 | 1.50 | 0.50 | NA | NA | NA | … | … | 2.86 | 2.13 | 0.16 | 1.51 | -1.14 | 0.56 |
| Standard Deviation(%) | NA | 8.80 | 9.28 | 9.79 | NA | NA | NA | … | … | 10.28 | 9.99 | 8.45 | 8.31 | 12.54 | 8.39 |
| Draw Down(%) | NA | 6.88 | 9.07 | 22.60 | NA | NA | NA | … | … | 6.88 | 9.07 | 5.33 | 7.03 | 21.55 | 6.49 |
| Yield(%) | 0.00 | 5.18 | 5.47 | 4.38 | 2.35 | 1.57 | 1.17 | … | … | 0.00 | 5.61 | 4.96 | 5.90 | 3.08 | 5.95 |
Data as of 06/10/2026, Common starting date is 02/03/2021
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOOX (GMO Global Asset Allocation Fund Class I) |
0.82%
Apr 2021 – Apr 2024 |
6.69%
Mar 2021 – Mar 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOOX (GMO Global Asset Allocation Fund Class I) |
17.62%
May 2023 – May 2026 |
7.50%
May 2021 – May 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart