Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GCAVX (GMO U.S. Small Cap Value Fund Class VI) | -0.77% | 0.64% | 11.99% | 16.21% | NA | NA | NA | 9.57% |
Data as of 07/18/2025, AR inception is 07/05/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCAVX (GMO U.S. Small Cap Value Fund Class VI) | 07/05/2019 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.91 | 0.64 | 11.99 | 16.21 | NA | NA | NA | 9.57 | -0.77 | 11.16 | 22.72 | -14.22 | 35.66 | 2.38 | 7.26 |
| Sharpe Ratio | NA | -0.10 | 0.39 | 0.61 | NA | NA | NA | 0.27 | -0.17 | 0.37 | 0.97 | -0.64 | 1.51 | 0.04 | 0.90 |
| Standard Deviation(%) | NA | 24.44 | 22.01 | 22.75 | NA | NA | NA | 27.99 | 26.13 | 20.11 | 19.92 | 24.64 | 23.59 | 47.68 | 15.71 |
| Draw Down(%) | NA | 26.15 | 26.15 | 26.15 | NA | NA | NA | 48.22 | 22.38 | 10.30 | 15.40 | 25.48 | 11.93 | 48.22 | 9.07 |
| Yield(%) | 0.00 | 1.68 | 2.36 | 13.68 | 5.63 | 3.76 | 2.82 | 9.39 | 0.00 | 1.84 | 2.22 | 8.33 | 39.44 | 1.55 | 0.88 |
Data as of 07/18/2025, AR inception is 07/05/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCAVX (GMO U.S. Small Cap Value Fund Class VI) |
3.77%
Apr 2021 - Apr 2024 |
10.20%
Dec 2019 - Dec 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCAVX (GMO U.S. Small Cap Value Fund Class VI) |
26.03%
Mar 2020 - Mar 2023 |
19.41%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart