GBMBX
GMO Benchmark-Free Allocation Fund
GMO TRUST
Fund of funds

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
22.95%
3 year
13.35%
5 year
7.97%
10 year

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

Calendar-year returns

2020 onward derived from N-PORT monthly returns

Risk statistics

78 months through Feb. 28, 2026
Volatility (ann.)
7.39%
Sharpe
2.13
Sortino
4.84
Max drawdown
-16.02%
Best month
6.92%
Worst month
-11.08%
Beta vs VTSAX
0.25
Correlation
0.41

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

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