GMO Strategic Opportunities Allocation Fund (GBATX)
The fund invests a significant portion of its assets in shares of other series of GMO Trust (collectively, the âunderlying GMO Fundsâ), which may include the Equity Funds, the Fixed Income Funds, the Implementation Funds, and the Alternative Funds. The fund may invest in derivatives and effect short sales directly or through its investment in underlying GMO Funds.
Fund Info
US3620081618
May 30, 2005
$5,000,000
Large-Cap
Value
Expense Ratio
GBATX features an expense ratio of 0.32%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GMO Strategic Opportunities Allocation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
GMO Strategic Opportunities Allocation Fund had a return of 4.12% year-to-date (YTD) and 9.25% in the last 12 months. Over the past 10 years, GMO Strategic Opportunities Allocation Fund had an annualized return of 1.96%, while the S&P 500 had an annualized return of 11.29%, indicating that GMO Strategic Opportunities Allocation Fund did not perform as well as the benchmark.
GBATX
4.12%
3.25%
1.71%
9.25%
1.66%
1.96%
^GSPC (Benchmark)
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
Monthly Returns
The table below presents the monthly returns of GBATX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.43% | 4.12% | |||||||||||
| 2024 | 0.06% | 1.33% | 3.34% | -2.02% | 3.59% | -1.31% | 3.31% | 1.23% | 0.89% | -3.78% | 0.68% | -1.66% | 5.49% |
| 2023 | 6.15% | -2.01% | 0.32% | 1.22% | -2.53% | 4.54% | 3.38% | -1.81% | -1.04% | -2.67% | 5.87% | 5.36% | 17.36% |
| 2022 | 0.32% | -3.97% | -2.06% | -3.59% | 2.60% | -7.37% | -0.44% | -2.83% | -7.38% | 4.13% | 8.80% | -3.15% | -15.01% |
| 2021 | 0.78% | 3.70% | 3.58% | 1.12% | 3.28% | -2.28% | -1.14% | 1.02% | -2.25% | -2.87% | -2.66% | -6.47% | -4.64% |
| 2020 | -2.48% | -5.34% | -13.49% | 7.98% | 2.42% | 2.48% | 2.66% | 2.05% | -1.80% | -1.41% | 8.93% | 3.86% | 3.86% |
| 2019 | 6.69% | 0.88% | 0.77% | 2.09% | -4.34% | 5.01% | -2.13% | -2.34% | 2.55% | 2.84% | 1.13% | 3.94% | 17.84% |
| 2018 | 4.48% | -3.45% | -0.91% | -0.91% | -0.42% | -2.08% | -1.61% | -0.87% | 0.39% | -5.62% | 1.08% | -4.94% | -14.25% |
| 2017 | 2.27% | 2.22% | 1.57% | 1.40% | 1.87% | 0.48% | 1.91% | 1.13% | 0.75% | 2.32% | 0.54% | 1.23% | 19.18% |
| 2016 | -3.21% | -0.46% | 6.54% | 0.92% | -0.16% | 0.00% | 2.91% | 0.68% | 0.83% | -1.08% | -0.93% | 1.43% | 7.40% |
| 2015 | 0.48% | 4.29% | -3.33% | 2.60% | -0.78% | -1.63% | -5.22% | -5.04% | -2.68% | 4.59% | -0.88% | -1.86% | -9.61% |
| 2014 | -2.34% | 3.86% | 0.81% | 1.69% | 1.75% | 1.10% | -7.29% | 1.01% | -2.60% | -0.04% | 1.02% | -4.48% | -5.90% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GBATX is 51, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for GMO Strategic Opportunities Allocation Fund (GBATX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
GMO Strategic Opportunities Allocation Fund provided a 5.73% dividend yield over the last twelve months, with an annual payout of $0.98 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.98 | $0.98 | $1.00 | $0.85 | $1.22 | $0.71 | $0.77 | $0.67 | $0.63 | $0.53 | $0.81 | $0.88 |
Dividend yield | 5.73% | 5.97% | 6.04% | 5.66% | 6.55% | 3.43% | 3.73% | 3.70% | 2.88% | 2.78% | 4.45% | 4.19% |
Monthly Dividends
The table displays the monthly dividend distributions for GMO Strategic Opportunities Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 | $0.98 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $1.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 | $0.85 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.58 | $0.00 | $0.59 | $1.22 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.71 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.76 | $0.77 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.61 | $0.67 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.58 | $0.63 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.53 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.81 |
| 2014 | $0.09 | $0.00 | $0.00 | $0.00 | $0.00 | $0.79 | $0.88 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the GMO Strategic Opportunities Allocation Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the GMO Strategic Opportunities Allocation Fund was 39.44%, occurring on Mar 9, 2009. Recovery took 541 trading sessions.
The current GMO Strategic Opportunities Allocation Fund drawdown is 8.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.44% | Oct 30, 2007 | 340 | Mar 9, 2009 | 541 | Apr 29, 2011 | 881 |
| -35.36% | Jun 8, 2021 | 333 | Sep 30, 2022 | — | — | — |
| -31.76% | Jan 29, 2018 | 541 | Mar 23, 2020 | 200 | Jan 6, 2021 | 741 |
| -26.83% | Jul 7, 2014 | 390 | Jan 21, 2016 | 466 | Nov 24, 2017 | 856 |
| -11.4% | May 3, 2011 | 107 | Oct 3, 2011 | 95 | Feb 17, 2012 | 202 |
Volatility
Volatility Chart
The current GMO Strategic Opportunities Allocation Fund volatility is 2.18%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.