GMO-Usonian Japan Value Creation Fund
GMO TRUST

Average annual returns

No trailing-return data available for this share class.

Risk statistics

51 months through Feb. 28, 2026
Volatility (ann.)
11.95%
Sharpe
2.15
Sortino
4.96
Max drawdown
-22.34%
Best month
12.91%
Worst month
-7.90%
Beta vs VTIAX
0.71
Correlation
0.77

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

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