GMO Global 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 0 0.71 0
1997 3.44 0.88 -2.62 2.09 5.27 4.08 6.05 -3.08 6 -5.57 0.97 1.79 20.2
1998 0.2 5.85 4.48 0.36 -2.91 -0.66 -2.05 -15.2 4.13 5.78 4.82 3.1 6.1
1999 0.44 -3.17 3.39 7.54 -1.02 5.34 -1.7 -0.94 -2.52 2.26 2.42 6.45 19.3
2000 -3.38 0.53 6.01 -1.79 -1.92 1.96 0.47 4.5 -2.4 -1.03 -3.11 4.48 3.8
2001 2.68 -2.83 -3.92 4.2 1.57 0.11 -0.62 -0.91 -8.26 0.25 5.49 2.29 -0.7
2002 0.7 0.93 4.62 0.22 1.1 -4.58 -6.8 0.74 -8.74 4.32 4.4 -2.28 -6.3
2003 -1.67 -1.7 -0.8 7.79 7.22 2.79 1.78 2.57 1.42 6.12 1.72 6.19 38.2
2004 2.5 2.07 0.28 -3.76 0.38 2.28 -2.62 1.83 2.18 1.58 5.11 3.72 16.3
2005 -1.58 3.93 -2.32 -2.02 2.34 1.76 3.54 0.09 2.55 -2.98 3.16 2.7 11.4
2006 4.58 0.08 1.35 2.24 -4.46 0.08 0.86 2.29 1.46 2.88 1.98 2.39 16.6
2007 1.17 -0.99 1.59 3.29 3.51 -0.15 -1.73 0.41 3.6 3.63 -4.26 -0.46 9.7
2008 -6.4 -1.35 -1.37 3.86 1.43 -6.76 -1.94 -1.01 -8.61 -15.12 -5.11 4.89 -33
2009 -8.22 -7.75 5.97 6.34 8.94 0.3 7.18 2.56 3.33 -0.81 4.07 1.81 24.5
2010 -3.26 -0.81 6.25 -0.2 -9.92 -2 7.83 -2.71 9.62 3.69 -3.07 6.29 10.4
2011 1.45 1.43 0.82 5.47 -1.32 -1.12 -0.53 -5.8 -7.73 8.11 -1.09 0.91 -0.4
2012 3.69 4.3 1.3 -1.63 -7.56 5.75 1.9 2.17 2.6 -0.92 0.93 2.83 15.7
2013 3.86 -0.12 1.86 3.54 -0.99 -2.56 6.03 -2.44 4.78 4.45 1.46 1.27 22.8
2014 -2.89 3.85 1.17 1.78 1.54 1.42 -2.77 1.42 -3.88 -0.34 2.03 -6.86 -4
2015 -66.95 6.07 -2.52 4.23 -1.01 -2.62 -0.62 -7.1 -3.68 219.55 -1.2 -67.42 -68.6
2016 184.57 -67.02 8.52 0.84 0.14 -0.56 225.78 0.69 0.91 -1.49 -0.41 1.95 238.6
2017 2.78 3.12 2.01 1.76 2.57 0.7 2.08 1.2 1.42 3.27 0.98 1.47 26
2018 6.35 -4.55 -1.64 -0.87 -0.42 -2.61 3.56 -0.76 0.73 -7.93 1.16 -6.04 -13
2019 8.61 1.73 0.77 2.66 -6.04 6.43 -1.02 -3.41 3.69 3.88 2.63 0.67 21.6
2020 -3.21 -6.29 -16.43 9.54 3.69 3.13 4.32 3.46 -5.94 -2.05 12.47 6.04 5.4
2021 0.46 -3.2 12.16 2.53 3.38 -1.39 -0.95 1.49 -3.45 2.63 -3.98 -1.99 6.7
2022 -2.13 -4.59 -1.97 -5.87 2.09 -8.8 0.53 -3.66 -9.32 6.05 10.71 -7.17 -23.2
2023 8.07 -2.92 1.55 1.28 -2.26 6.07 3.44 -3.1 -2.32 -3.35 8.15 1.04 15.7
2024 -0.44 3.04 3.71 -3.82 3.8