GMO International Equity Allocation Fund

Monthly Returns (%)
Years Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Annual
1996 0 0 0 0 0 0 0 0 0 0 4.18 0.38 0
1997 0.88 1.46 -1.15 -0.39 4.68 4.19 2.93 -5.71 5.68 -8.37 -2.12 0.71 1.9
1998 0.74 6.6 5.8 0.74 -3.5 -4.49 0.31 -16.17 0 8.7 4.99 0.77 2
1999 -1.62 -2.36 5.07 9.77 -2.83 7.65 0.9 0.61 -1.72 1.24 1.83 6.33 26.8
2000 -4.55 -1.89 4.36 -4.66 -1.43 5.37 -2.39 1.03 -3.38 -2.75 -0.54 4.82 -6.5
2001 2.61 -1.53 -6.83 4.88 0.11 -0.53 -1.5 1.88 -11.2 1.35 3.5 2.57 -5.7
2002 0.11 2.5 5.88 2.83 2.14 -3.39 -7.31 0.46 -8.84 3.86 3.59 -1.09 -0.4
2003 -1.42 -1.32 -1.59 8.99 8.13 2.9 1.98 2.76 3.59 6.35 2.17 8.45 48.5
2004 2.29 2.72 1.32 -4.23 0.24 2.96 -2.9 1.69 3.81 3.29 6.36 4.78 24.2
2005 -0.96 5.34 -3.16 -1.63 0.14 2.42 3.81 3.2 4.78 -4.37 3.03 5.37 18.8
2006 7.27 -0.75 3.39 5.87 -5.71 -0.23 0.91 2.41 0 3.84 3.7 3.25 26
2007 0.45 0.45 2.78 3.36 4.09 1.36 0.03 -1.16 6.94 5.74 -5.29 -1.81 17.6
2008 -8.9 1.67 -1.22 4.8 1.88 -7.38 -3.61 -4.38 -13.35 -19.71 -6.59 8.62 -41.1
2009 -10.39 -8.96 6.61 9.08 12.76 -0.86 9.11 3.11 4.69 -2.13 2.84 1.84 28
2010 -3.62 -1.99 8.11 -0.83 -11.45 -0.36 9.53 -2.84 10.67 3.55 -3.43 7.07 12.7
2011 1.25 1.33 1.03 6.01 -2.44 -0.81 -0.83 -8.56 -10.96 8.5 -2.58 -1.89 -11
2012 5.64 4.39 -0.3 -2.11 -10.47 6.88 0.24 2.68 3.55 0.5 1.3 4.76 17.1
2013 3.31 -1.7 0.67 4.38 -3.19 -3.58 5.17 -1.49 7.47 4.31 0.08 0.74 16.7
2014 -2.85 4.22 0.62 2.62 1.36 1.76 -3.28 0.26 -5.18 -1.46 1.57 -8.38 -9.1
2015 -66.57 6.23 -2.84 5.84 -1.75 -2.62 -1.98 -7.65 -4.64 216.34 -1.76 -67.6 -69.6
2016 185.02 -67.46 9.23 1.76 -0.69 -1.05 214.27 0.98 1.42 -1.1 -2.38 2.07 221.3
2017 3.66 2.12 2.76 2.05 3.02 0.64 2.68 1.34 1.22 2.86 0 2.11 27.3
2018 6.87 -5.18 -1.23 -1.18 -1.95 -4.01 3.11 -2.74 0.8 -8.74 0.55 -4.76 -17.8
2019 9.37 0.72 0.36 2.63 -6.36 6.2 -2.57 -3.42 4.29 4.46 2.17 0.76 19.1
2020 -3.39 -6.41 -15.96 8.11 3.28 4.16 4.29 2.25 -5.69 -2.42 11.27 6.06 2.6
2021 0.83 -2.78 9.02 1.83 3.95 -2.04 -1.82 1.45 -3.53 1.39 -4.92 -0.56 1.8
2022 -1.2 -5.9 -3.66 -5.81 2.5 -8.57 1.24 -3.31 -9.33 3.96 13.06 -6.39 -22.8
2023 7.76 -3.41 1.73 1.27 -3.28 5.55 3.96 -4.02 -1.16 -3.25 8.64 -1.19 12.1
2024 -0.66 2.42 3.08 -1.42 2