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GMDBX: GMO Domestic Bond III (MUTUAL FUND)
Basic Info
| Asset Class: | Intermediate-Term Bond |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 08/19/1994 |
| Last Dividend Date: | 06/26/2013 |
| 12-Mo. Yield | 11.43% |
| Expenses | 0.26% |
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Performance Analytics (As of 02/11/2014)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 08/19/1994 |
2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | -0.4 | 137.0 | 253.3 | 127.0 | 107.8 | 106.0 | 0.9 | 1.1 | 53.4 | 1206.6 | 114.2 | 1156.8 | 40.8 | 72.1 | 47.1 | 31.8 | 42.9 | 47.9 | 79.2 | 107.5 | 80.2 | 57.9 | 134.2 | 113.8 | 72.6 | 126.8 | 13.6 |
| Sharpe Ratio | NA | -0.05 | 3.24 | 5.33 | 3.71 | NA | 2.69 | 6.54 | 0.14 | 1.44 | 11.95 | 2.45 | 11.25 | 1.36 | 1.61 | 1.61 | 1.78 | 1.84 | 2.14 | 2.34 | 2.7 | 3.27 | 2.31 | 3.05 | 1.54 | 2.59 | 3.36 | 1.67 |
| Draw Down(%) | NA | 6.8 | 6.8 | 12.1 | 12.1 | NA | 12.1 | 0.0 | 6.8 | 6.1 | 5.7 | 12.1 | 2.2 | 8.0 | 2.0 | 1.6 | 2.5 | 2.9 | 3.6 | 2.7 | 5.0 | 2.8 | 3.1 | 4.4 | 2.4 | 4.1 | 2.1 | 3.2 |
| Standard Deviation(%) | NA | 8.0 | 42.3 | 47.5 | 33.9 | NA | 37.9 | 1.3 | 7.5 | 37.4 | 100.9 | 46.5 | 102.8 | 29.1 | 43.0 | 27.3 | 16.6 | 22.7 | 22.0 | 33.4 | 39.8 | 23.3 | 23.7 | 42.9 | 37.8 | 26.4 | 36.6 | 23.0 |
| Treynor Ratio | NA | 0.07 | -1.99 | 6.97 | 2.97 | NA | 2.03 | 1.44 | -0.2 | 1.81 | -7.57 | 1.34 | 27.8 | 0.5 | -0.51 | -1.76 | 0.29 | 0.88 | 0.7 | 0.86 | 2.03 | 1.22 | 1.31 | 2.65 | 0.63 | 0.82 | 0.0 | 0.0 |
| Alpha | NA | 0.0 | 0.31 | 0.39 | 0.23 | NA | 0.27 | 0.03 | 0.0 | 0.19 | 1.32 | 0.32 | 1.24 | 0.17 | 0.26 | 0.16 | 0.11 | 0.14 | 0.15 | 0.22 | 0.31 | 0.21 | 0.19 | 0.36 | 0.28 | 0.2 | NA | NA |
| Beta | NA | -0.06 | -0.69 | 0.36 | 0.42 | NA | 0.5 | 0.06 | -0.05 | 0.3 | -1.59 | 0.85 | 0.42 | 0.8 | -1.37 | -0.25 | 1.02 | 0.48 | 0.67 | 0.91 | 0.53 | 0.62 | 0.42 | 0.49 | 0.92 | 0.83 | NA | NA |
| RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.03 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.04 | 0.01 | 0.0 | 0.05 | 0.01 | 0.02 | 0.02 | 0.0 | 0.01 | 0.01 | 0.0 | 0.01 | 0.02 | 0.0 | 0.0 |
| Yield(%) | N/A | 11.4 | 181.5 | 147.4 | 82.2 | 76.2 | N/A | 0.0 | 18.1 | 326.5 | 304.4 | 110.5 | 311.6 | 49.2 | 70.0 | 45.1 | 29.9 | 39.4 | 43.8 | 64.9 | 85.2 | 58.1 | 54.4 | 100.4 | 86.4 | 60.3 | 89.7 | 16.1 |
| Dividend Growth(%) | N/A | -79.4 | -37.2 | 162.7 | N/A | N/A | N/A | -100.0 | -66.2 | -34.1 | 108.4 | -71.8 | 435.8 | -31.4 | 53.3 | 50.5 | -23.8 | -10.4 | -29.8 | -26.7 | 60.5 | -2.2 | -47.9 | 17.4 | 37.0 | -27.1 | 442.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/19/1994
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