Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GDWFX (GMO DEVELOPED WORLD STOCK FUND CLASS IV) | NA | 5.22% | 0.89% | 6.56% | 2.86% | NA | NA | … | … |
Data as of 03/17/2017, Common starting date is 09/01/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GDWFX (GMO DEVELOPED WORLD STOCK FUND CLASS IV) | 09/01/2005 | 03/17/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.61 | 5.22 | 0.89 | 6.56 | 2.86 | NA | NA | … | … | -0.95 | 4.96 | -1.67 | 1.38 | 29.27 | 12.95 | -3.24 | 10.46 | 22.86 | -37.58 | 7.31 | 21.01 | 4.24 |
| Sharpe Ratio | NA | 0.37 | 0.05 | 0.48 | 0.13 | NA | NA | … | … | -0.35 | 0.32 | -0.11 | 0.12 | 2.43 | 0.96 | -0.13 | 0.52 | 0.90 | -1.02 | 0.26 | 1.45 | 1.05 |
| Standard Deviation(%) | NA | 13.39 | 14.18 | 13.80 | 20.85 | NA | NA | … | … | 13.88 | 14.82 | 15.56 | 11.23 | 12.03 | 13.56 | 24.25 | 19.99 | 25.42 | 37.75 | 16.73 | 12.24 | 10.42 |
| Draw Down(%) | NA | 7.63 | 22.04 | 22.04 | 56.83 | NA | NA | … | … | 6.37 | 12.54 | 16.69 | 11.59 | 7.65 | 12.22 | 21.10 | 16.45 | 27.75 | 48.97 | 11.64 | 13.10 | 6.19 |
| Yield(%) | 0.00 | 6.57 | 4.92 | 4.75 | 3.76 | 3.37 | 2.53 | … | … | 0.00 | 6.63 | 6.26 | 2.92 | 2.09 | 2.94 | 3.00 | 2.69 | 2.70 | 3.61 | 10.24 | 4.33 | 0.29 |
Data as of 03/17/2017, Common starting date is 09/01/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDWFX (GMO DEVELOPED WORLD STOCK FUND CLASS IV) |
-14.95%
Feb 2006 – Feb 2009 |
-4.65%
May 2007 – May 2012 |
2.95%
Nov 2006 – Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDWFX (GMO DEVELOPED WORLD STOCK FUND CLASS IV) |
20.70%
Feb 2009 – Feb 2012 |
19.49%
Feb 2009 – Feb 2014 |
5.27%
Oct 2005 – Oct 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart