GMO Alternative Allocation 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.)
5.77%
Sharpe
1.20
Sortino
2.32
Max drawdown
-8.87%
Best month
4.80%
Worst month
-4.22%
Beta vs VTSAX
-0.05
Correlation
-0.09

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

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