Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GBMRX (GMO BENCHMARK-FREE ALLOCATION SERIES FUND CLASS R6) | NA | 3.95% | 0.98% | 4.98% | NA | NA | NA | 2.67% |
Data as of 02/25/2021, AR inception is 01/28/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBMRX (GMO BENCHMARK-FREE ALLOCATION SERIES FUND CLASS R6) | 01/28/2013 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.95 | 0.98 | 4.98 | NA | NA | NA | 2.67 | 2.22 | -5.26 | 11.40 | -5.35 | 12.90 | 3.18 | -4.27 | -0.39 | 5.70 |
| Sharpe Ratio | NA | 0.25 | 0.01 | 0.49 | NA | NA | NA | 0.27 | 4.20 | -0.35 | 1.73 | -1.05 | 3.50 | 0.39 | -0.53 | -0.07 | 1.00 |
| Standard Deviation(%) | NA | 15.29 | 10.17 | 8.61 | NA | NA | NA | 8.06 | 3.84 | 15.82 | 5.77 | 6.34 | 3.52 | 7.64 | 8.09 | 5.87 | 6.12 |
| Draw Down(%) | NA | 19.20 | 23.18 | 23.18 | NA | NA | NA | 23.18 | 0.78 | 23.18 | 4.73 | 10.35 | 1.23 | 7.20 | 10.76 | 7.56 | 5.37 |
| Yield(%) | 0.00 | 2.99 | 3.01 | 3.02 | 2.03 | 1.35 | 1.01 | 2.54 | 0.00 | 2.85 | 3.55 | 3.11 | 2.56 | 1.61 | 3.30 | 3.02 | 0.00 |
Data as of 02/25/2021, AR inception is 01/28/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBMRX (GMO BENCHMARK-FREE ALLOCATION SERIES FUND CLASS R6) |
-1.44%
Mar 2017 - Mar 2020 |
-0.49%
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 |
|---|---|---|---|---|
| GBMRX (GMO BENCHMARK-FREE ALLOCATION SERIES FUND CLASS R6) |
6.46%
Feb 2016 - Feb 2019 |
4.89%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart