Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMWRX (GMO Global Asset Allocation Fund Class R6) | 9.62% | 24.88% | 15.63% | 6.99% | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 10/02/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMWRX (GMO Global Asset Allocation Fund Class R6) | 10/02/2019 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.67 | 24.88 | 15.63 | 6.99 | NA | NA | NA | … | … | 9.62 | 23.86 | 0.23 | 16.18 | -12.71 | 6.97 | 6.15 | 7.95 |
| Sharpe Ratio | NA | 3.05 | 1.51 | 0.51 | NA | NA | NA | … | … | 2.87 | 2.14 | -0.65 | 1.44 | -1.13 | 0.81 | 0.30 | 6.57 |
| Standard Deviation(%) | NA | 8.79 | 9.29 | 9.80 | NA | NA | NA | … | … | 10.29 | 10.00 | 9.81 | 8.36 | 12.57 | 8.59 | 19.52 | 5.39 |
| Draw Down(%) | NA | 6.85 | 9.10 | 22.48 | NA | NA | NA | … | … | 6.85 | 9.10 | 9.07 | 7.00 | 21.48 | 6.44 | 25.12 | 1.21 |
| Yield(%) | 0.00 | 5.30 | 5.59 | 4.47 | 3.41 | 2.28 | 1.71 | … | … | 0.00 | 5.75 | 5.08 | 6.01 | 3.17 | 6.22 | 4.05 | 3.75 |
Data as of 06/10/2026, Common starting date is 10/02/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMWRX (GMO Global Asset Allocation Fund Class R6) |
-0.29%
Dec 2019 – Dec 2022 |
3.90%
Dec 2019 – Dec 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMWRX (GMO Global Asset Allocation Fund Class R6) |
17.75%
May 2023 – May 2026 |
8.49%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart