GMIHX Performance — GMO MAC Implementation Fund, Core Class
Data updated: 2026-07-29
GMIHX returned −2.37% year to date and +3.86% over one year to May 2026. Over one year the fund trailed its Long-Term Government Bond category average: $100 grew to $104, against $106 for the category. Volatility over the past 12 months was 6.20% a year. In the 12 months to May 2026 the fund took in a net $20.2M, and assets reached $22.17M.
GMIHX Growth of $100
What $100 invested in GMO MAC Implementation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Long-Term Government Bond category average over the same months.
| Period | GMIHX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $104 | $106 |
| Since data start (May 2025 – May 2026) | $105 | $104 |
GMIHX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −2.37% |
| 1 year | +3.86% |
GMIHX Annual Returns
Calendar-year total returns of GMO MAC Implementation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | −2.37% |
| 2025 (May–Dec) | +7.87% |
GMIHX 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 | +0.1% | +3.0% | −3.1% | −1.6% | −0.7% | — | — | — | — | — | — | — |
| 2025 | — | — | — | — | +1.4% | +2.1% | −0.5% | +2.9% | 0.0% | +0.5% | +1.2% | +0.1% |
GMIHX Risk
Risk measures from monthly returns over Jun 2025 – May 2026.
- 1-year volatility (annualised): 6.20%
- Best month: +3.02% (Feb 2026)
- Worst month: −3.12% (Mar 2026)
GMIHX Fund Flows
Monthly money in and out of GMO MAC Implementation Fund, from SEC Form N-PORT.
- 12-month net flow: $20.2M
- 12-month gross sales (incl. reinvestments): $27.9M
- Sales ÷ redemptions: 3.61×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $2.5M | $4.0M | −$1.5M |
| Dec 2025 | $484K | $3.0M | −$2.5M |
| Nov 2025 | $3.0M | $0 | $3.0M |
| Oct 2025 | $10.5M | $0 | $10.5M |
| Sep 2025 | $11.3M | $0 | $11.3M |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $0 | $0 | $0 |
| Jun 2025 | $131K | $767K | −$636K |
GMIHX Assets Under Management
Net assets of GMO MAC Implementation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $22.17M |
| 2026-02-28 | $23.42M |
| 2025-11-30 | $27.16M |
| 2025-08-31 | $1.99M |
| 2025-05-31 | $2.53M |
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.