GAAVX
GMO Alternative Allocation Fund
GMO TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
15.16%
3 year
5.97%
5 year
3.19%
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

2025 onward derived from N-PORT monthly returns

Risk statistics

78 months through Feb. 28, 2026
Volatility (ann.)
5.77%
Sharpe
1.20
Sortino
2.32
Max drawdown
-8.87%
Best month
4.80%
Worst month
-4.22%
Beta vs VTSAX
-0.05
Correlation
-0.09

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.