C000110912 Performance — GMO Benchmark-Free Allocation Fund, Class MF
Data updated: 2026-09-29
C000110912 returned +10.57% over one year to Feb 2024. The annualised 3-year return is +3.90%. Against its US Multi-Cap Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $112, against $110 for the category, and to $111 over one year, against $114. Volatility over the past three years was 9.28% a year. In the 12 months to May 2026 the fund lost a net $148.2M, and assets reached $2.60B.
C000110912 Growth of $100
What $100 invested in GMO Benchmark-Free Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | C000110912 | Category average |
|---|---|---|
| 1 year (Mar 2023 – Feb 2024) | $111 | $114 |
| 3 years (Mar 2021 – Feb 2024) | $112 | $110 |
| Since data start (Sep 2019 – Feb 2024) | $120 | $132 |
C000110912 Trailing Returns
Total returns to Feb 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +10.57% |
| 3 years (annualised) | +3.90% |
C000110912 Annual Returns
Calendar-year total returns of GMO Benchmark-Free Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Feb) | +0.35% |
| 2023 | +13.45% |
| 2022 | −2.22% |
| 2021 | +3.00% |
| 2020 | −2.45% |
| 2019 (Sep–Dec) | +7.15% |
C000110912 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −0.2% | +0.6% | — | — | — | — | — | — | — | — | — | — |
| 2023 | +4.4% | −1.4% | −0.4% | +1.5% | −2.9% | +3.9% | +3.3% | −1.6% | +0.1% | −2.4% | +4.1% | +4.5% |
| 2022 | +2.7% | −2.5% | −2.1% | −0.4% | +1.9% | −5.2% | +0.9% | −0.8% | −4.0% | +1.9% | +6.5% | −0.6% |
| 2021 | +0.8% | +1.5% | +2.7% | +0.1% | +2.6% | −2.1% | −1.9% | +0.3% | −0.4% | −1.5% | −2.0% | +3.1% |
| 2020 | −2.5% | −3.2% | −11.1% | +6.9% | −0.4% | +1.3% | +3.1% | 0.0% | −0.8% | 0.0% | +3.3% | +1.9% |
| 2019 | — | — | — | — | — | — | — | — | +1.6% | +1.6% | +0.6% | +3.2% |
C000110912 Risk
Risk measures from monthly returns over Mar 2021 – Feb 2024.
- 3-year volatility (annualised): 9.28%
- 3-year Sharpe ratio: -0.07 (vs 4.5% risk-free rate)
- Best month: +6.53% (Nov 2022)
- Worst month: −5.16% (Jun 2022)
C000110912 Fund Flows
Monthly money in and out of GMO Benchmark-Free Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: −$148.2M
- 12-month gross sales (incl. reinvestments): $344.2M
- Sales ÷ redemptions: 0.70×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $16.6M | $20.3M | −$3.7M |
| Apr 2026 | $14.1M | $17.1M | −$3.0M |
| Mar 2026 | $41.0M | $59.3M | −$18.4M |
| Feb 2026 | $30.6M | $64.4M | −$33.8M |
| Jan 2026 | $19.3M | $35.0M | −$15.7M |
| Dec 2025 | $129.7M | $126.5M | $3.2M |
| Nov 2025 | $11.7M | $21.9M | −$10.1M |
| Oct 2025 | $7.9M | $17.2M | −$9.3M |
| Sep 2025 | $30.7M | $41.3M | −$10.7M |
| Aug 2025 | $12.2M | $20.5M | −$8.3M |
| Jul 2025 | $10.6M | $39.9M | −$29.3M |
| Jun 2025 | $19.8M | $29.0M | −$9.2M |
C000110912 Assets Under Management
Net assets of GMO Benchmark-Free Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $2.60B |
| 2026-02-28 | $2.59B |
| 2025-11-30 | $2.45B |
| 2025-08-31 | $2.35B |
| 2025-05-31 | $2.24B |
| 2025-02-28 | $2.34B |
| 2024-11-30 | $2.40B |
| 2024-08-31 | $2.56B |
| 2024-05-31 | $2.63B |
| 2024-02-29 | $3.52B |
| 2023-11-30 | $3.89B |
| 2023-08-31 | $4.15B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.