Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMUEX (GMO U.S. EQUITY ALLOCATION FUND CLASS III) | 14.50% | 38.83% | 23.35% | 9.11% | 11.40% | 11.37% | 8.95% | … | … |
Data as of 06/11/2026, Common starting date is 03/21/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMUEX (GMO U.S. EQUITY ALLOCATION FUND CLASS III) | 03/21/1986 | 06/11/2026 |
| 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 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.12 | 38.83 | 23.35 | 9.11 | 11.40 | 11.37 | 8.95 | … | … | 14.50 | 22.25 | 20.97 | 22.01 | -17.37 | 9.82 | 4.53 | 28.61 | -9.76 | 16.59 | 13.60 | 0.70 | 9.21 | 29.60 | 12.79 | 8.09 | 8.49 | 21.25 | -30.30 | 1.67 | 9.55 | 3.39 | 9.79 | 26.60 | -19.68 | -7.68 | 0.23 | 18.68 | 24.74 | 35.42 | 17.64 | 43.35 | 2.38 | 16.27 | 5.96 | 29.72 | -1.30 | 32.29 | 16.34 | 3.21 | 6.36 |
| Sharpe Ratio | NA | 2.69 | 1.30 | 0.35 | 0.50 | NA | NA | … | … | 2.00 | 1.00 | 1.25 | 1.40 | -0.80 | 0.48 | 0.12 | 2.09 | -0.65 | 2.07 | 1.00 | 0.04 | 0.86 | 2.90 | 1.18 | 0.41 | 0.52 | 0.98 | -0.83 | -0.10 | 0.58 | 0.10 | 0.78 | 1.55 | -0.84 | -0.58 | -0.18 | 0.93 | 1.13 | 1.93 | 1.16 | 5.04 | -0.07 | 1.69 | 0.39 | 1.96 | -0.46 | 2.18 | 0.71 | -0.03 | 0.27 |
| Standard Deviation(%) | NA | 13.95 | 15.92 | 18.59 | 19.12 | NA | NA | … | … | 16.14 | 19.49 | 13.93 | 13.27 | 23.66 | 20.49 | 34.90 | 13.00 | 17.19 | 7.72 | 13.34 | 15.13 | 10.69 | 10.18 | 10.86 | 19.61 | 16.18 | 21.56 | 37.63 | 15.40 | 10.56 | 10.78 | 11.32 | 16.70 | 24.86 | 17.80 | 22.47 | 16.48 | 18.89 | 16.38 | 11.97 | 7.81 | 9.56 | 8.33 | 8.80 | 13.12 | 14.89 | 12.11 | 16.09 | 35.00 | 14.86 |
| Draw Down(%) | NA | 9.19 | 20.85 | 32.66 | 33.90 | NA | NA | … | … | 9.19 | 20.85 | 10.33 | 10.15 | 25.21 | 14.64 | 33.90 | 6.71 | 20.69 | 3.58 | 10.21 | 12.67 | 6.72 | 4.77 | 7.94 | 14.43 | 15.20 | 23.29 | 41.72 | 10.37 | 8.67 | 7.69 | 9.00 | 14.63 | 32.77 | 23.07 | 12.30 | 12.29 | 18.99 | 9.86 | 8.71 | 2.20 | 8.35 | 3.76 | 5.35 | 5.82 | 19.83 | 6.86 | 6.60 | 33.23 | 9.65 |
| Yield(%) | 0.00 | 12.61 | 14.09 | 7.23 | 9.22 | 10.47 | 8.05 | … | … | 0.00 | 12.72 | 17.98 | 13.12 | 1.13 | 1.43 | 1.59 | 13.95 | 16.33 | 10.10 | 12.80 | 11.49 | 15.23 | 2.07 | 2.25 | 2.03 | 1.30 | 1.92 | 1.41 | 12.39 | 4.09 | 3.99 | 1.38 | 1.43 | 1.12 | 1.29 | 16.95 | 24.10 | 22.74 | 34.06 | 17.28 | 13.01 | 8.98 | 12.85 | 11.26 | 8.73 | 6.39 | 26.70 | 3.64 | 10.63 | 6.20 |
Data as of 06/11/2026, Common starting date is 03/21/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMUEX (GMO U.S. EQUITY ALLOCATION FUND CLASS III) |
-14.03%
Feb 2006 – Feb 2009 |
-6.45%
Feb 2004 – Feb 2009 |
-1.85%
Feb 1999 – Feb 2009 |
3.43%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMUEX (GMO U.S. EQUITY ALLOCATION FUND CLASS III) |
33.26%
Mar 1995 – Mar 1998 |
27.59%
Dec 1994 – Dec 1999 |
20.63%
Oct 1990 – Oct 2000 |
15.62%
Apr 1986 – Apr 2001 |
Annualized Rolling Returns Comparison Chart