GMO Global Developed Equity Allocation Fund
GMO TRUST
Fund of funds

Average annual returns

No trailing-return data available for this share class.

Risk statistics

78 months through Feb. 28, 2026
Volatility (ann.)
10.73%
Sharpe
2.05
Sortino
4.71
Max drawdown
-24.70%
Best month
13.09%
Worst month
-15.48%
Beta vs VTSAX
0.70
Correlation
0.78

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

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