GMO U.S. Opportunistic Value Fund
GMO TRUST

Average annual returns

No trailing-return data available for this share class.

Risk statistics

37 months through Feb. 28, 2026
Volatility (ann.)
12.84%
Sharpe
1.20
Sortino
2.31
Max drawdown
-9.24%
Best month
7.26%
Worst month
-6.05%
Beta vs VTSAX
0.83
Correlation
0.78

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

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