Table Caption
|
QTD |
YTD |
1-Year |
3-Year |
5-Year |
10-Year |
|
Global Asset Allocation Fund
|
3.47 |
3.47 |
24.08 |
14.81 |
7.43 |
7.90 |
| GMO Global Asset Allocation Index |
-2.06 |
-2.06 |
14.41 |
11.99 |
6.33 |
8.08 |
Inception Date:
October 22, 1996
Returns shown for periods greater than one year are on an annualized basis.
Gross of fees, expenses and transaction costs, if any. If these fees, expenses and costs were included, performance would be lower.
Performance data quoted represents past performance and is not indicative of future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance data may be lower or higher than the performance data provided herein.
1
Performance information prior to June 30, 2002, was achieved prior to a change in the Funds principal investment strategies. From its inception until June 28, 2002, the GMO Global Asset Allocation Fund was named the GMO World Equity Allocation Fund and was benchmarked against the MSCI All Country World Index, primarily investing in equities. On June 28, 2002, the Fund changed principal investment strategies. Returns include a substantial, one-time litigation settlement recovery received on December 16, 2024. This event contributed 0.80% to 2024 annual performance. Performance for other periods, including this date, was also positively impacted, sometimes materially. Without this recovery, performance would have been lower in both absolute terms and relative to the benchmark. Returns reflect a significant, one-time increase to the net assets on November 26, 2025 attributable to European Union discriminatory tax refunds. These refunds contributed 0.68% to 2025 annual performance. Returns for other periods that include the date/period mentioned above were also positively impacted, sometimes substantially. In the absence of the refunds, performance would have been lower, both in absolute terms and relative to the benchmark. Returns include a substantial, one-time proceed from the sale of certain Russian securities. The one-time sale of these securities contributed 2.10% (1-day performance impact). Performance for other time periods was also positively impacted. Without these proceeds, performance would have been lower. Additional information is available upon request.
Table Caption
|
MTD |
QTD |
YTD |
1-Year |
3-Year |
5-Year |
10-Year |
|
Global Asset Allocation Fund
|
3.77 |
8.42 |
12.19 |
30.14 |
18.40 |
8.23 |
8.71 |
| GMO Global Asset Allocation Index |
3.46 |
10.35 |
8.07 |
21.10 |
15.70 |
7.55 |
9.02 |
Inception Date:
October 22, 1996
Returns shown for periods greater than one year are on an annualized basis.
Gross of fees, expenses and transaction costs, if any. If these fees, expenses and costs were included, performance would be lower.
Performance data quoted represents past performance and is not indicative of future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance data may be lower or higher than the performance data provided herein.
1
Performance information prior to June 30, 2002, was achieved prior to a change in the Funds principal investment strategies. From its inception until June 28, 2002, the GMO Global Asset Allocation Fund was named the GMO World Equity Allocation Fund and was benchmarked against the MSCI All Country World Index, primarily investing in equities. On June 28, 2002, the Fund changed principal investment strategies. Returns include a substantial, one-time litigation settlement recovery received on December 16, 2024. This event contributed 0.80% to 2024 annual performance. Performance for other periods, including this date, was also positively impacted, sometimes materially. Without this recovery, performance would have been lower in both absolute terms and relative to the benchmark. Returns reflect a significant, one-time increase to the net assets on November 26, 2025 attributable to European Union discriminatory tax refunds. These refunds contributed 0.68% to 2025 annual performance. Returns for other periods that include the date/period mentioned above were also positively impacted, sometimes substantially. In the absence of the refunds, performance would have been lower, both in absolute terms and relative to the benchmark. Returns include a substantial, one-time proceed from the sale of certain Russian securities. The one-time sale of these securities contributed 2.10% (1-day performance impact). Performance for other time periods was also positively impacted. Without these proceeds, performance would have been lower. Additional information is available upon request.
Calendar
|
Global Asset Allocation Fund |
GMO Global Asset Allocation Index |
| 2025 |
24.11 |
16.97 |
| 2024 |
5.74 |
11.60 |
| 2023 |
16.79 |
16.21 |
| 2022 |
-12.18 |
-16.30 |
| 2021 |
7.65 |
11.22 |
| 2020 |
6.73 |
13.90 |
| 2019 |
18.31 |
20.31 |
| 2018 |
-6.80 |
-6.00 |
| 2017 |
16.28 |
16.45 |
| 2016 |
6.14 |
6.17 |
Inception Date:
October 22, 1996
Returns shown for periods greater than one year are on an annualized basis.
Gross of fees, expenses and transaction costs, if any. If these fees, expenses and costs were included, performance would be lower.
Performance data quoted represents past performance and is not indicative of future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance data may be lower or higher than the performance data provided herein.
1
Performance information prior to June 30, 2002, was achieved prior to a change in the Funds principal investment strategies. From its inception until June 28, 2002, the GMO Global Asset Allocation Fund was named the GMO World Equity Allocation Fund and was benchmarked against the MSCI All Country World Index, primarily investing in equities. On June 28, 2002, the Fund changed principal investment strategies. Returns include a substantial, one-time litigation settlement recovery received on December 16, 2024. This event contributed 0.80% to 2024 annual performance. Performance for other periods, including this date, was also positively impacted, sometimes materially. Without this recovery, performance would have been lower in both absolute terms and relative to the benchmark. Returns reflect a significant, one-time increase to the net assets on November 26, 2025 attributable to European Union discriminatory tax refunds. These refunds contributed 0.68% to 2025 annual performance. Returns for other periods that include the date/period mentioned above were also positively impacted, sometimes substantially. In the absence of the refunds, performance would have been lower, both in absolute terms and relative to the benchmark. Returns include a substantial, one-time proceed from the sale of certain Russian securities. The one-time sale of these securities contributed 2.10% (1-day performance impact). Performance for other time periods was also positively impacted. Without these proceeds, performance would have been lower. Additional information is available upon request.
