GPBFX
GMO Multi-Sector Fixed Income Fund
GMO TRUST

Average annual returns

Through 2024 · incl. N-PORT-derived 2024
1 year
1.35%
3 year
-2.77%
5 year
-0.78%
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

75 months through Nov. 30, 2025
Volatility (ann.)
6.17%
Sharpe
0.77
Sortino
1.36
Max drawdown
-19.75%
Best month
4.35%
Worst month
-4.74%

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

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