GMO US Equity Fund

Monthly Returns (%)
Years Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Annual
1985 0 0 0 0 0 0 0 0 0 5.46 7.85 4.52 0
1986 1.04 6.38 6.15 -1.23 5.74 2.09 -5.6 7.31 -8.72 5.82 2.35 -2.62 18.6
1987 13.38 3.03 2.22 -1.55 0.35 4.82 4.25 4.7 -2.26 -20.67 -8.5 7.75 3.2
1988 4.79 4.42 -2.74 0.93 0.71 4.35 -0.12 -3.08 3.99 2.13 -1.4 1.68 16.3
1989 6.91 -1.93 2.8 4.22 3.41 -0.03 9.15 2.11 0.14 -0.59 1.65 1 32.3
1990 -5.6 1.89 1.76 -2.34 9 -0.35 -0.83 -8.81 -4.38 -1.49 7.62 3.68 -1.3
1991 5.71 7.46 2.18 -0.39 3.59 -4.59 4.33 1.15 -0.5 2.42 -3.29 9.16 29.7
1992 -2.12 1.46 -2.01 3.54 0.5 -0.93 3.17 -2.32 0.84 -0.71 2.98 1.64 6
1993 1.91 1.75 2.67 -1.12 1.76 1.61 0.32 4.25 0.37 1.55 -1.28 1.5 16.3
1994 4.36 -3.13 -4.12 1.79 1.5 -3.02 2.48 5.35 -3.38 3.13 -3.16 1.2 2.4
1995 2.13 3.9 2.85 3.8 3.9 2.88 3.38 1.5 5.64 0.73 3.11 2.83 43.4
1996 2.81 0.21 0.57 -0.49 3.3 0.55 -5.59 2.86 5.89 2.55 6.2 -1.9 17.6
1997 6.11 0.75 -4.17 5.51 6.27 3.67 8.7 -3.16 6.32 -3.86 3.92 1.71 35.4
1998 0.54 7.59 4.55 0.28 -1.48 3.3 -1.53 -14.44 7.41 6.5 5.77 6.03 24.7
1999 4.19 -4.22 3.87 4.25 -1.69 4.87 -2.62 -1.11 -3.22 4.35 2.66 6.71 18.7
2000 -4.49 0.12 8.72 -1.3 -2.64 0.35 -0.25 8.95 -3.76 0.85 -7.29 2.24 0.2
2001 2.14 -5.87 -4.23 4.71 1.65 -1.55 0.39 -5.46 -7.06 -0.45 8.07 0.83 -7.7
2002 -0.23 -2.05 3.49 -4.44 0.39 -8.61 -7.17 0.28 -11 8.42 5.29 -4.23 -19.7
2003 -2.2 -2.54 -0.3 7.21 6.49 2.12 0.69 1.64 -0.59 6.05 0.97 4.9 26.6
2004 2.6 0.89 -1.55 -1.86 0.61 1.9 -3.13 0.85 1.46 0.11 4.86 2.9 9.8
2005 -2.54 3.4 -2.03 -3.15 4.16 1.14 3.33 -2.53 0.42 -1.91 2.93 0.52 3.4
2006 2.55 0.28 0.21 -0.64 -3.41 0.14 0.37 2.23 2.81 2.54 0.6 1.64 9.6
2007 2.02 -2.44 0.74 3.78 2.87 -1.79 -4.2 1.56 1.81 1.76 -4.26 0.21 1.7
2008 -6.18 -3.21 -1.58 4.68 1.46 -7.09 -0.69 2.34 -7.03 -14.12 -5.12 2.66 -30.3
2009 -6.82 -9.68 7.58 5.21 4.19 1.67 5.98 1.98 2.35 0.02 6.41 2.07 21.3
2010 -4.44 2.32 5.39 -0.36 -7.84 -5.08 6.11 -3.51 9.3 4.28 -1.87 5.47 8.5
2011 1.04 2.65 0.67 4.05 0.08 -1.2 -1.49 -3.55 -4.53 8.55 1 1.18 8.1
2012 2.61 3.82 3.45 -0.39 -4.18 3.74 1.73 1.99 2.46 -2.54 -0.22 0 12.8
2013 5.39 1.61 4.07 2.65 2.19 -1.33 4.3 -3.38 1.78 3.94 3.85 1.48 29.6
2014 -3.59 3.79 1.91 0.34 2.15 0.83 -1.41 3.49 -1.71 1.69 2.65 -1.01 9.2
2015 -2.72 5.59 -2.05 1.23 0.73 -2.71 2.08 -5.84 -2.09 8.6 0.06 -1.35 0.7
2016 -5.21 1.03 6.74 -0.41 1.5 -0.07 3.32 0.4 0 -2.38 6.24 2.26 13.6
2017 0.14 4.05 -0.2 0.4 -0.07 1.12 1.11 0.34 4.04 3.17 3.01 0.08 18.5
2018 4.16 -3.93 -1.49 -0.4 2.65 -1.42 3.51 2.26 -0.07 -7.58 1.96 -8.88 -9.8
2019 7.7 4.98 0 2.83 -6.1 7.61 -1.69 -1.72 2.67 1.26 3.59 -6.65 14.1
2020 -1.29 -8.68 -12.53 12.02 -1.94 1.63 4.31 4.54 -11.39 -3.25 11.35 5.42 2.9
2021 -11.53 4.96 21.89 4.11 1.87 0.25 1.69 2.76 -5.49 5.35 -0.5 -7.18 8.6
2022 -4.82 -2.35 2.41 -5.71 1.06 -8.16 2.69 -3.89 -8.67 9.67 6.51 -7.04 -18.5
2023 6.33 -1.8 2.07 0.47 -1.79 7.13 -2.51 -2.35 -3.42 -2.73 8.6 -1.29 8
2024 0.77 5.89 5.2 -5.91 3.2