Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GDBSX (GMO Domestic Bond VI) | NA | -0.24% | 137.17% | 247.44% | NA | NA | NA | 161.30% |
Data as of 02/11/2014, AR inception is 07/27/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GDBSX (GMO Domestic Bond VI) | 07/27/2005 | 02/11/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.24 | 137.17 | 247.44 | NA | NA | NA | 161.30 | 0.93 | 1.25 | 53.46 | 1,207.77 | 96.23 | 1,156.52 | 41.94 | 73.13 | 48.23 | 17.99 |
| Sharpe Ratio | NA | -0.04 | 2.38 | 3.54 | NA | NA | NA | 2.53 | 6.00 | 0.16 | 1.44 | 11.94 | 2.10 | 11.25 | 1.39 | 1.64 | 1.64 | 2.11 |
| Standard Deviation(%) | NA | 7.48 | 57.61 | 69.94 | NA | NA | NA | 57.42 | 1.45 | 7.54 | 37.36 | 101.15 | 45.79 | 102.76 | 29.32 | 43.04 | 27.58 | 20.94 |
| Draw Down(%) | NA | 6.85 | 6.85 | 11.77 | NA | NA | NA | 11.77 | 0.07 | 6.85 | 6.07 | 5.46 | 11.77 | 2.21 | 8.09 | 2.03 | 1.37 | 1.29 |
| Yield(%) | 0.00 | 11.39 | 181.84 | 146.34 | 77.71 | 51.80 | 38.85 | 97.13 | 0.00 | 18.08 | 325.99 | 304.47 | 102.27 | 311.35 | 49.99 | 70.63 | 45.96 | 18.69 |
Data as of 02/11/2014, AR inception is 07/27/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDBSX (GMO Domestic Bond VI) |
48.02%
Nov 2005 - Nov 2008 |
145.85%
Dec 2005 - Dec 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDBSX (GMO Domestic Bond VI) |
684.24%
Feb 2009 - Feb 2012 |
310.02%
Jan 2007 - Jan 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart