Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GAAAX (GMO Opportunistic Income Fund Class R6) | NA | 21.22% | 3.19% | 4.42% | 3.27% | NA | NA | 5.99% |
Data as of 06/06/2011, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAAAX (GMO Opportunistic Income Fund Class R6) | 06/21/1996 | 06/06/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.18 | 21.22 | 3.19 | 4.42 | 3.27 | NA | NA | 5.99 | 5.33 | 13.08 | 22.73 | -27.33 | 7.17 | 11.17 | 5.22 | 9.29 | 18.97 | -15.52 | -8.32 | 1.79 | 7.23 | 17.76 | 19.77 | 9.40 |
| Sharpe Ratio | NA | 2.14 | 0.17 | 0.21 | 0.15 | NA | NA | 0.29 | 1.60 | 1.19 | 1.39 | -1.18 | 0.41 | 1.03 | 0.45 | 1.09 | 1.95 | -1.13 | -0.86 | -0.18 | 0.38 | 1.48 | 1.79 | 1.79 |
| Standard Deviation(%) | NA | 9.42 | 17.52 | 15.02 | 12.81 | NA | NA | 12.15 | 8.11 | 10.89 | 16.31 | 23.92 | 10.23 | 7.70 | 6.82 | 7.63 | 9.39 | 14.73 | 12.50 | 12.81 | 10.40 | 9.75 | 9.06 | 8.42 |
| Draw Down(%) | NA | 4.97 | 35.80 | 39.74 | 39.74 | NA | NA | 39.74 | 4.09 | 8.92 | 16.47 | 37.02 | 6.76 | 7.58 | 4.78 | 6.68 | 8.19 | 23.40 | 20.12 | 9.92 | 7.38 | 9.59 | 5.45 | 4.44 |
| Yield(%) | 0.00 | 2.12 | 1.84 | 5.11 | 3.93 | 5.59 | 4.19 | 5.99 | 0.18 | 2.22 | 2.61 | 1.86 | 11.28 | 9.09 | 9.38 | 1.60 | 1.93 | 1.72 | 1.62 | 6.26 | 3.92 | 5.24 | 11.32 | 4.92 |
Data as of 06/06/2011, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAAAX (GMO Opportunistic Income Fund Class R6) |
-9.64%
Mar 2000 - Mar 2003 |
-2.75%
Feb 2004 - Feb 2009 |
-1.02%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAAAX (GMO Opportunistic Income Fund Class R6) |
17.00%
Jul 1996 - Jul 1999 |
11.80%
Sep 2002 - Sep 2007 |
6.42%
Aug 1996 - Aug 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart