Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GATRX (GMO GLOBAL ASSET ALLOCATION SERIES FUND CLASS R6) | NA | 13.82% | 5.56% | 8.41% | NA | NA | NA | 6.63% |
Data as of 02/25/2021, AR inception is 08/02/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GATRX (GMO GLOBAL ASSET ALLOCATION SERIES FUND CLASS R6) | 08/02/2012 | 02/25/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.82 | 5.56 | 8.41 | NA | NA | NA | 6.63 | 3.30 | 2.49 | 17.45 | -7.24 | 15.42 | 5.47 | -4.35 | 1.36 | 12.27 | 5.67 |
| Sharpe Ratio | NA | 0.72 | 0.37 | 0.73 | NA | NA | NA | 0.61 | 4.80 | 0.11 | 2.47 | -1.08 | 3.91 | 0.64 | -0.48 | 0.21 | 1.76 | 2.21 |
| Standard Deviation(%) | NA | 19.06 | 12.52 | 10.45 | NA | NA | NA | 9.41 | 5.15 | 19.58 | 6.50 | 7.97 | 3.80 | 8.21 | 9.08 | 6.50 | 6.94 | 6.57 |
| Draw Down(%) | NA | 21.37 | 24.92 | 24.92 | NA | NA | NA | 24.92 | 0.58 | 24.92 | 4.59 | 13.15 | 1.26 | 6.32 | 11.04 | 7.01 | 5.97 | 3.74 |
| Yield(%) | 0.00 | 4.19 | 3.75 | 3.84 | 4.69 | 3.13 | 2.34 | 5.86 | 0.00 | 4.00 | 4.54 | 3.24 | 2.75 | 2.62 | 15.83 | 7.66 | 2.91 | 2.83 |
Data as of 02/25/2021, AR inception is 08/02/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GATRX (GMO GLOBAL ASSET ALLOCATION SERIES FUND CLASS R6) |
-0.12%
Mar 2017 - Mar 2020 |
0.88%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GATRX (GMO GLOBAL ASSET ALLOCATION SERIES FUND CLASS R6) |
7.94%
Dec 2016 - Dec 2019 |
8.33%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart