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GMO Implementation Fund GIMFX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GIMFX | Replication |
|---|---|---|
| Annualized growth | 11.1% | 7.8% |
| Annualized volatility | 8.4% | 8.9% |
| Sharpe ratio | 1.29 | 0.89 |
| Maximum drawdown | 13.0% | 16.5% |
| Replication fit (R²) | 0.72 · Tracking error 4.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model GIMFX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 29.1% |
| EMLC | FI · EM Local Currency | 27.8% |
| VCIT | FI · IG Credit | 25.7% |
| DBEF | Intl · Dev Hedged | 10.9% |
| XLE | Sector · Energy | 6.5% |