Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GCEFX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS VI) | NA | 0.00% | 3.62% | 0.01% | 5.90% | NA | NA | 2.18% |
Data as of 12/12/2018, AR inception is 03/28/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCEFX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS VI) | 03/28/2006 | 12/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 3.62 | 0.01 | 5.90 | NA | NA | 2.18 | 0.00 | 6.76 | 1.77 | -5.69 | -6.91 | 25.12 | 15.99 | -9.03 | 10.38 | 21.19 | -40.05 | 11.15 | 15.37 |
| Sharpe Ratio | NA | 0.00 | 0.26 | -0.03 | 0.32 | NA | NA | 0.07 | 0.00 | 1.73 | 0.09 | -0.34 | -0.54 | 1.90 | 1.00 | -0.34 | 0.46 | 0.79 | -1.02 | 0.45 | 1.11 |
| Standard Deviation(%) | NA | NA | 10.56 | 12.50 | 17.78 | NA | NA | 20.33 | NA | 3.55 | 17.60 | 17.00 | 12.86 | 13.23 | 16.05 | 26.63 | 22.16 | 26.74 | 40.20 | 18.00 | 15.59 |
| Draw Down(%) | NA | 0.00 | 13.78 | 29.69 | 29.69 | NA | NA | 59.41 | 0.00 | 1.37 | 12.20 | 18.97 | 17.39 | 9.46 | 16.00 | 23.76 | 19.80 | 28.18 | 52.13 | 12.46 | 16.67 |
| Yield(%) | 0.00 | 0.00 | 2.82 | 4.26 | 5.23 | 3.33 | 2.50 | 4.16 | 0.00 | 0.77 | 4.97 | 2.84 | 11.38 | 5.22 | 3.64 | 3.47 | 2.27 | 3.81 | 3.75 | 6.85 | 7.80 |
Data as of 12/12/2018, AR inception is 03/28/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCEFX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS VI) |
-14.16%
Jun 2007 - Jun 2010 |
-7.24%
May 2007 - May 2012 |
-0.62%
Oct 2007 - Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCEFX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS VI) |
18.50%
Feb 2009 - Feb 2012 |
18.24%
Feb 2009 - Feb 2014 |
6.23%
Nov 2008 - Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart