See what your fund actually adds
GMO Alternative Allocation Fund Class VI GAAVX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GAAVX | Replication |
|---|---|---|
| Annualized growth | 5.9% | 6.6% |
| Annualized volatility | 6.3% | 3.2% |
| Sharpe ratio | 0.95 | 2.02 |
| Maximum drawdown | 5.9% | 3.6% |
| Replication fit (R²) | 0.26 · Tracking error 5.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model GAAVX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 79.4% |
| EFV | Intl · Value | 15.2% |
| XLE | Sector · Energy | 5.4% |