GBATX Performance — GMO Strategic Opportunities Allocation Fund, Class III
Data updated: 2026-07-29
GBATX returned +13.02% year to date and +31.63% over one year to May 2026. Over one year the fund beat its US Multi-Cap Blend category average: $100 grew to $132, against $119 for the category. Volatility over the past 12 months was 9.52% a year. In the 12 months to May 2026 the fund lost a net $112.5M, and assets reached $74.49M.
GBATX Growth of $100
What $100 invested in GMO Strategic Opportunities 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 | GBATX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $132 | $119 |
| 3 years (Jun 2023 – May 2026) | $170 | $147 |
| 5 years (Jun 2021 – May 2026) | $153 | $136 |
| Since data start (Sep 2019 – May 2026) | $203 | $173 |
GBATX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +13.02% |
| 1 year | +31.63% |
3- and 5-year figures withheld: cannot be verified.
GBATX Annual Returns
Calendar-year total returns of GMO Strategic Opportunities Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +13.02% |
| 2025 | +24.81% |
| 2024 | +5.50% |
| 2023 | +17.35% |
| 2022 | −11.19% |
| 2021 | +12.39% |
| 2020 | +4.83% |
| 2019 (Sep–Dec) | +10.85% |
GBATX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.6% | +4.6% | −5.1% | +4.7% | +4.0% | — | — | — | — | — | — | — |
| 2025 | +2.4% | +0.9% | +0.1% | +0.6% | +3.0% | +3.2% | +0.5% | +3.9% | +1.9% | +1.3% | +2.9% | +1.7% |
| 2024 | +0.1% | +1.3% | +3.3% | −2.0% | +3.6% | −1.3% | +3.3% | +1.2% | +0.9% | −3.8% | +0.7% | −1.7% |
| 2023 | +6.2% | −2.0% | +0.3% | +1.2% | −2.5% | +4.5% | +3.4% | −1.8% | −1.0% | −2.7% | +5.9% | +5.3% |
| 2022 | +0.3% | −4.0% | −2.0% | −3.6% | +2.6% | −7.4% | +3.0% | −2.8% | −7.4% | +4.1% | +8.8% | −2.2% |
| 2021 | +0.8% | +3.7% | +4.7% | +1.1% | +3.3% | −2.3% | −1.1% | +1.0% | −2.2% | +1.1% | −2.7% | +4.8% |
| 2020 | −2.5% | −5.3% | −13.5% | +8.0% | +2.4% | +2.5% | +3.6% | +2.1% | −1.8% | −1.4% | +8.9% | +3.8% |
| 2019 | — | — | — | — | — | — | — | — | +2.5% | +2.8% | +1.1% | +3.9% |
GBATX Risk
Risk measures from monthly returns over Jun 2025 – May 2026.
- 1-year volatility (annualised): 9.52%
- Best month: +4.66% (Apr 2026)
- Worst month: −5.13% (Mar 2026)
GBATX Fund Flows
Monthly money in and out of GMO Strategic Opportunities Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: −$112.5M
- 12-month gross sales (incl. reinvestments): $5.3M
- Sales ÷ redemptions: 0.04×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $780K | $0 | $780K |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $780K | $0 | $780K |
| Jan 2026 | $79K | $0 | $79K |
| Dec 2025 | $1.3M | $0 | $1.3M |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $53K | $0 | $53K |
| Aug 2025 | $2.1M | $22.0M | −$19.9M |
| Jul 2025 | $177K | $8.2M | −$8.0M |
| Jun 2025 | $0 | $87.6M | −$87.6M |
GBATX Assets Under Management
Net assets of GMO Strategic Opportunities Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $74.49M |
| 2026-02-28 | $71.29M |
| 2025-11-30 | $63.93M |
| 2025-08-31 | $60.18M |
| 2025-05-31 | $177.66M |
| 2025-02-28 | $171.36M |
| 2024-11-30 | $178.03M |
| 2024-08-31 | $203.14M |
| 2024-05-31 | $202.26M |
| 2024-02-29 | $218.08M |
| 2023-11-30 | $212.53M |
| 2023-08-31 | $204.48M |
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.