PPADX
GMO U.S. Opportunistic Value Fund
GMO TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
14.80%
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

37 months through Feb. 28, 2026
Volatility (ann.)
12.84%
Sharpe
1.20
Sortino
2.31
Max drawdown
-9.24%
Best month
7.26%
Worst month
-6.05%
Beta vs VTSAX
0.83
Correlation
0.78

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

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