Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GWOAX (GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) | 16.38% | 37.95% | 23.10% | 9.80% | 11.64% | 9.75% | 8.06% | … | … |
Data as of 06/05/2026, Common starting date is 06/16/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GWOAX (GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) | 06/16/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.50 | 37.95 | 23.10 | 9.80 | 11.64 | 9.75 | 8.06 | … | … | 16.38 | 28.37 | 10.97 | 22.48 | -17.58 | 13.25 | 10.53 | 26.55 | -12.95 | 25.64 | 6.78 | -4.15 | -0.54 | 25.34 | 14.61 | 0.42 | 8.95 | 19.93 | -32.08 | 10.03 | 20.09 | 10.33 |
| Sharpe Ratio | NA | 2.85 | 1.51 | 0.50 | 0.61 | NA | NA | … | … | 2.83 | 1.67 | 0.63 | 1.59 | -0.93 | 0.96 | 0.32 | 2.20 | -0.98 | 3.91 | 0.45 | -0.27 | -0.05 | 2.35 | 1.24 | 0.02 | 0.52 | 0.95 | -0.94 | 0.42 | 1.37 | 1.91 |
| Standard Deviation(%) | NA | 12.37 | 13.31 | 15.01 | 16.48 | NA | NA | … | … | 14.36 | 15.34 | 11.62 | 11.94 | 20.51 | 13.81 | 31.87 | 11.38 | 14.69 | 6.42 | 14.50 | 15.36 | 11.13 | 10.79 | 11.82 | 21.59 | 17.09 | 20.77 | 35.06 | 16.39 | 12.19 | 9.05 |
| Draw Down(%) | NA | 8.78 | 13.85 | 31.11 | 35.28 | NA | NA | … | … | 8.78 | 13.85 | 7.85 | 9.57 | 29.19 | 6.72 | 35.28 | 7.56 | 22.83 | 1.96 | 11.10 | 16.62 | 12.54 | 7.47 | 10.52 | 16.29 | 15.30 | 23.74 | 42.61 | 11.10 | 13.81 | 6.13 |
| Yield(%) | 0.00 | 5.06 | 6.13 | 4.71 | 5.91 | 6.26 | 5.53 | … | … | 0.00 | 5.50 | 5.50 | 7.02 | 2.55 | 8.47 | 4.06 | 5.26 | 2.53 | 3.69 | 6.56 | 10.71 | 12.10 | 3.37 | 3.62 | 2.18 | 1.74 | 2.91 | 6.20 | 12.30 | 7.19 | 3.30 |
Data as of 06/05/2026, Common starting date is 06/16/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWOAX (GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) |
-10.41%
Feb 2006 – Feb 2009 |
-2.07%
May 2007 – May 2012 |
3.67%
Dec 2006 – Dec 2016 |
3.20%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWOAX (GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) |
23.99%
May 2023 – May 2026 |
17.86%
Feb 2009 – Feb 2014 |
12.03%
Feb 2016 – Feb 2026 |
9.88%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart