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GQEFX: GMO QUALITY FUND CLASS IV (MUTUAL FUND)
Basic Info 30.54 0.1(0.33%) April 19
Asset Class: | LARGE BLEND |
MyPlanIQ Rating: | (92%) |
Start Date: | 03/01/2004 |
Last Dividend Date: | 12/12/2023 |
12-Mo. Yield | 0.18% |
Expenses | 0.49% |
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Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/02/2004 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.6 | 6.0 | 24.9 | 11.0 | 16.1 | 14.4 | 15.2 | 10.4 | 10.4 | 30.1 | -15.3 | 31.8 | 18.4 | 31.9 | 0.5 | 29.1 | 9.8 | 1.6 | 12.6 | 27.2 | 12.0 | 11.8 | 5.0 | 19.9 | -24.1 | 6.1 | 12.7 | -0.8 | 2.5 |
Sharpe Ratio | NA | 2.49 | 2.19 | 0.6 | 0.73 | 0.82 | NA | NA | 0.57 | 2.08 | -0.74 | 2.41 | 0.55 | 2.53 | -0.05 | 4.21 | 0.82 | 0.11 | 1.24 | 2.79 | 1.16 | 0.66 | 0.36 | 1.07 | -0.78 | 0.23 | 0.99 | -0.31 | 0.18 |
Draw Down(%) | NA | 2.8 | 8.7 | 24.2 | 30.4 | 30.4 | NA | NA | 39.9 | 8.7 | 24.2 | 5.1 | 30.4 | 5.8 | 16.8 | 2.1 | 6.7 | 11.1 | 6.2 | 5.0 | 7.8 | 12.0 | 13.8 | 21.2 | 33.3 | 8.4 | 7.7 | 7.8 | 7.6 |
Standard Deviation(%) | NA | 10.7 | 11.3 | 16.6 | 20.2 | 16.8 | NA | NA | 16.4 | 12.5 | 22.7 | 13.2 | 32.6 | 12.0 | 16.3 | 6.8 | 11.7 | 14.2 | 10.1 | 9.7 | 10.4 | 17.9 | 13.6 | 18.5 | 32.1 | 13.6 | 9.6 | 9.7 | 10.7 |
Treynor Ratio | NA | 0.3 | 0.28 | 0.11 | 0.16 | 0.15 | NA | NA | 0.12 | 0.29 | -0.19 | 0.36 | 0.19 | 0.33 | -0.01 | 0.33 | 0.12 | 0.02 | 0.15 | 0.34 | 0.16 | 0.16 | 0.07 | 0.31 | -0.33 | 0.04 | 0.11 | -0.03 | 0.02 |
Alpha | NA | 0.01 | 0.01 | 0.02 | 0.01 | 0.01 | NA | NA | 0.01 | 0.02 | 0.01 | 0.03 | 0.0 | 0.01 | 0.02 | 0.03 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | 0.04 | -0.02 | 0.01 | 0.02 | 0.0 | 0.0 | -0.02 | -0.01 |
Beta | NA | 0.89 | 0.89 | 0.89 | 0.91 | 0.91 | NA | NA | 0.81 | 0.9 | 0.89 | 0.87 | 0.93 | 0.93 | 0.94 | 0.87 | 0.83 | 0.89 | 0.84 | 0.8 | 0.76 | 0.74 | 0.71 | 0.63 | 0.76 | 0.82 | 0.83 | 0.86 | 0.86 |
RSquared | NA | 0.92 | 0.87 | 0.91 | 0.94 | 0.94 | NA | NA | 0.91 | 0.91 | 0.95 | 0.79 | 0.98 | 0.93 | 0.96 | 0.74 | 0.88 | 0.95 | 0.9 | 0.83 | 0.9 | 0.95 | 0.91 | 0.88 | 0.93 | 0.91 | 0.78 | 0.84 | 0.83 |
Yield(%) | N/A | 0.0 | 4.8 | 8.2 | 10.8 | 11.2 | 15.4 | 9.3 | N/A | 5.3 | 8.9 | 12.3 | 14.0 | 9.9 | 18.0 | 9.7 | 3.8 | 15.0 | 22.0 | 14.5 | 10.4 | 2.1 | 1.4 | 2.1 | 2.1 | 4.2 | 2.5 | 1.3 | 1.2 |
Dividend Growth(%) | N/A | -100.0 | -55.1 | -28.7 | -21.0 | 215.0 | N/A | N/A | N/A | -55.1 | -12.2 | -10.9 | 74.1 | -54.6 | 122.6 | 172.6 | -78.2 | -38.4 | 64.4 | 42.7 | 452.4 | 55.6 | -22.9 | -25.5 | -48.9 | 84.0 | 85.2 | 8.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/02/2004
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