Summary
GMOD
Prices · period metrics · 1M
NAV as of 20/07/2026
28/04/2026 → 28/05/2026
Return -0.49% Volatility 9.74% Sharpe 3.05
Official loaded data — not a live quote.

GMO DYNAMIC ALLOCATION ETF

Symbol: GMOD

Exchange: NYSE

Sector: Technology

Category: Moderate Allocation

Inception date: 13/10/2025

Latest date: 20/07/2026

Current price: $27.23

Expense ratio: 0.50%

Assets under management
$40.2M
0.08% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.49%

Ann. 33.39% (Sharpe / Sortino numerator)

Volatility

9.74%

Sharpe ratio

3.055

VaR 95%

-0.74%

CVaR 95%: -0.88%
Max drawdown: -1.56%
Sortino ratio: 6.644
Calmar ratio: 21.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.09%

Ann. 7.44% (Sharpe / Sortino numerator)

Volatility

11.55%

Sharpe ratio

0.330

VaR 95%

-1.12%

CVaR 95%: -1.37%
Max drawdown: -5.69%
Sortino ratio: 0.534
Calmar ratio: 1.31

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.30%

Ann. 18.96% (Sharpe / Sortino numerator)

Volatility

9.20%

Sharpe ratio

1.667

VaR 95%

-0.96%

CVaR 95%: -1.22%
Max drawdown: -6.50%
Sortino ratio: 2.469
Calmar ratio: 2.92

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 1M

Daily simple returns from the same adjusted closes used by the performance chart: 22/06/2026 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.025%

Best day

0.624%

06/07/2026
Worst day

-0.88%

23/06/2026
Days with data

19

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $27.21 $27.32 $27.21 $27.23 5,700
17/07/2026 $27.29 $27.37 $27.23 $27.31 8,100
16/07/2026 $27.40 $27.47 $27.40 $27.41 8,500
15/07/2026 $27.54 $27.54 $27.41 $27.47 11,900
14/07/2026 $27.43 $27.48 $27.40 $27.42 31,800
13/07/2026 $27.40 $27.48 $27.32 $27.32 7,200
10/07/2026 $27.43 $27.49 $27.42 $27.48 14,300
09/07/2026 $27.36 $27.43 $27.36 $27.38 2,900
08/07/2026 $27.25 $27.30 $27.17 $27.28 3,300
07/07/2026 $27.58 $27.58 $27.40 $27.41 23,300