See what your fund actually adds
GMO Climate Change Fund Class III GCCHX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GCCHX | Replication |
|---|---|---|
| Annualized growth | -3.1% | 7.0% |
| Annualized volatility | 26.0% | 17.1% |
| Sharpe ratio | 0.01 | 0.49 |
| Maximum drawdown | 53.6% | 26.9% |
| Replication fit (R²) | 0.68 · Tracking error 14.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model GCCHX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VSS | Intl · Small Cap | 37.1% |
| IWC | Micro Cap | 30.4% |
| XLB | Sector · Materials | 24.1% |
| XLE | Sector · Energy | 6.1% |
| VBK | Small-Cap · Growth | 2.4% |