GUSOX
GMO U.S. Opportunistic Value Fund
GMO TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
14.84%
3 year
5 year
10 year

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

Calendar-year returns

2024 onward derived from N-PORT monthly returns

Risk statistics

36 months through Jan. 31, 2026
Volatility (ann.)
13.20%
Sharpe
0.98
Sortino
1.83
Max drawdown
-9.22%
Best month
7.31%
Worst month
-6.07%
Beta vs VTSAX
0.86
Correlation
0.80

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

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