GMO Climate Change 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.)
25.64%
Sharpe
0.02
Sortino
0.03
Max drawdown
-49.44%
Best month
17.31%
Worst month
-22.76%
Beta vs VTIAX
1.94
Correlation
0.83

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

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