Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GUSTX (GMO U.S. TREASURY FUND GMO U.S. TREASURY FUND) | 0.90% | 3.54% | 4.56% | 3.14% | 1.68% | 1.12% | NA | … | … |
Data as of 06/10/2026, Common starting date is 04/07/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GUSTX (GMO U.S. TREASURY FUND GMO U.S. TREASURY FUND) | 04/07/2009 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | 3.54 | 4.56 | 3.14 | 1.68 | 1.12 | NA | … | … | 0.90 | 4.46 | 5.07 | 4.56 | 0.95 | -0.12 | 1.30 | 0.00 | -0.02 | -0.08 | 0.04 | -0.04 | 0.00 | 0.00 | 0.00 | 0.00 | -0.04 | 0.00 |
| Sharpe Ratio | NA | 0.78 | 0.98 | 0.50 | 0.00 | NA | NA | … | … | 0.09 | 1.28 | 0.90 | 0.66 | -0.52 | -0.14 | 1.75 | -2.33 | -0.01 | -4.12 | -1.00 | -1.01 | 0.00 | -0.25 | -0.57 | -0.25 | -1.23 | -0.32 |
| Standard Deviation(%) | NA | 1.15 | 1.41 | 1.29 | 72.12 | NA | NA | … | … | 1.04 | 1.23 | 1.61 | 1.37 | 0.91 | 1.00 | 0.60 | 0.63 | 228.49 | 0.18 | 0.17 | 0.07 | NA | 0.14 | 0.10 | 0.13 | 0.11 | 0.26 |
| Draw Down(%) | NA | 0.20 | 0.20 | 0.71 | 80.03 | NA | NA | … | … | 0.20 | 0.20 | 0.20 | 0.20 | 0.56 | 0.20 | 0.20 | 0.20 | 80.00 | 0.08 | 0.12 | 0.08 | 0.00 | 0.04 | 0.04 | 0.04 | 0.04 | 0.04 |
| Yield(%) | 0.00 | 3.48 | 4.45 | 3.22 | 0.33 | 0.22 | 0.17 | … | … | 1.10 | 4.16 | 4.93 | 4.06 | 1.92 | 0.08 | 0.50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/10/2026, Common starting date is 04/07/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUSTX (GMO U.S. TREASURY FUND GMO U.S. TREASURY FUND) |
-41.54%
Nov 2015 – Nov 2018 |
-27.53%
Nov 2013 – Nov 2018 |
-0.02%
May 2009 – May 2019 |
0.58%
May 2009 – May 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUSTX (GMO U.S. TREASURY FUND GMO U.S. TREASURY FUND) |
71.64%
Nov 2018 – Nov 2021 |
39.66%
Nov 2018 – Nov 2023 |
1.70%
Apr 2016 – Apr 2026 |
1.13%
Apr 2011 – Apr 2026 |
Annualized Rolling Returns Comparison Chart