Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GBFPX (GMO Benchmark-Free Allocation Series FundS) | NA | 3.89% | 0.91% | NA | NA | NA | NA | 0.51% |
Data as of 02/25/2021, AR inception is 02/01/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBFPX (GMO Benchmark-Free Allocation Series FundS) | 02/01/2018 | 02/25/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.89 | 0.91 | NA | NA | NA | NA | 0.51 | 2.12 | -5.17 | 11.36 | -8.57 |
| Sharpe Ratio | NA | 0.25 | 0.01 | NA | NA | NA | NA | -0.04 | 3.71 | -0.34 | 1.74 | -1.65 |
| Standard Deviation(%) | NA | 15.29 | 10.18 | NA | NA | NA | NA | 10.19 | 4.13 | 15.82 | 5.73 | 6.47 |
| Draw Down(%) | NA | 19.20 | 23.11 | NA | NA | NA | NA | 23.11 | 0.88 | 23.11 | 4.74 | 9.62 |
| Yield(%) | 0.00 | 2.93 | 2.97 | 1.76 | 0.88 | 0.59 | 0.44 | 2.93 | 0.00 | 2.79 | 3.51 | 3.02 |
Data as of 02/25/2021, AR inception is 02/01/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBFPX (GMO Benchmark-Free Allocation Series FundS) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBFPX (GMO Benchmark-Free Allocation Series FundS) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart