GMAHX
GMO-Usonian Japan Value Creation Fund
GMO TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
31.60%
3 year
20.18%
5 year
8.82%
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

66 months through Feb. 28, 2026
Volatility (ann.)
11.94%
Sharpe
2.16
Sortino
4.98
Max drawdown
-27.07%
Best month
12.87%
Worst month
-7.83%
Beta vs VTIAX
0.71
Correlation
0.77

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

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