Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GAPOX (GMO ALPHA ONLY FUND CLASS IV) | NA | -5.37% | -4.19% | -1.96% | -1.37% | NA | NA | -0.19% |
Data as of 07/02/2020, AR inception is 03/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAPOX (GMO ALPHA ONLY FUND CLASS IV) | 03/02/2006 | 07/02/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.37 | -4.19 | -1.96 | -1.37 | NA | NA | -0.19 | -4.60 | -7.22 | -1.27 | 6.29 | -2.17 | -1.19 | -2.82 | -1.42 | -1.16 | 4.78 | -3.76 | -7.92 | 12.16 | 7.75 | 2.05 |
| Sharpe Ratio | NA | -1.38 | -0.99 | -0.56 | -0.41 | NA | NA | -0.15 | -4.09 | -1.55 | -0.39 | 1.80 | -0.52 | -0.34 | -0.99 | -0.66 | -0.38 | 0.91 | -0.92 | -0.57 | 1.06 | 0.64 | -0.23 |
| Standard Deviation(%) | NA | 4.46 | 5.29 | 4.84 | 4.26 | NA | NA | 6.28 | 2.28 | 5.57 | 6.73 | 3.15 | 4.53 | 3.60 | 2.87 | 2.20 | 3.22 | 5.22 | 4.20 | 13.98 | 10.52 | 7.41 | 3.97 |
| Draw Down(%) | NA | 5.89 | 15.16 | 15.16 | 16.65 | NA | NA | 27.71 | 4.68 | 11.90 | 10.23 | 2.76 | 5.66 | 3.40 | 4.34 | 2.31 | 2.68 | 3.30 | 3.97 | 17.30 | 4.04 | 2.38 | 1.45 |
| Yield(%) | 0.00 | 7.38 | 3.92 | 3.60 | 10.15 | 7.85 | 5.89 | 8.41 | 1.04 | 6.03 | 4.06 | 1.27 | 2.95 | 3.84 | 1.83 | 0.10 | 0.31 | 1.47 | 0.22 | 5.27 | 59.56 | 2.14 | 2.13 |
Data as of 07/02/2020, AR inception is 03/02/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAPOX (GMO ALPHA ONLY FUND CLASS IV) |
-4.14%
Jun 2017 - Jun 2020 |
-2.36%
Aug 2014 - Aug 2019 |
-1.54%
Mar 2009 - Mar 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAPOX (GMO ALPHA ONLY FUND CLASS IV) |
5.40%
Jun 2006 - Jun 2009 |
2.71%
Sep 2006 - Sep 2011 |
0.90%
Apr 2006 - Apr 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart