GMO U.S. Treasury Fund
GMO TRUST

Average annual returns

No trailing-return data available for this share class.

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.