See what your fund actually adds
GMO Global Equity Allocation Fund Class III GMGEX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GMGEX | Replication |
|---|---|---|
| Annualized growth | 12.0% | 11.9% |
| Annualized volatility | 14.4% | 15.0% |
| Sharpe ratio | 0.86 | 0.83 |
| Maximum drawdown | 28.2% | 25.7% |
| Replication fit (R²) | 0.96 · Tracking error 2.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model GMGEX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 46.2% |
| VWO | Emerging Markets | 17.6% |
| VEA | Intl · Developed | 14.4% |
| IJR | US Small Cap | 11.1% |
| XLK | Sector · Technology | 10.8% |