GUSTX
GMO U.S. Treasury Fund
GMO TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
4.44%
3 year
5.06%
5 year
3.17%
10 year
2.26%

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.)
0.31%
Sharpe
15.91
Sortino
Max drawdown
-0.55%
Best month
0.63%
Worst month
-0.19%

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

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