Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GDWTX (GMO DEVELOPED WORLD STOCK FUND CLASS III) | NA | 4.06% | 0.47% | 6.28% | 2.72% | NA | NA | 4.80% |
Data as of 03/17/2017, AR inception is 08/01/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GDWTX (GMO DEVELOPED WORLD STOCK FUND CLASS III) | 08/01/2005 | 03/17/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.06 | 0.47 | 6.28 | 2.72 | NA | NA | 4.80 | 0.00 | 2.80 | -1.69 | 1.28 | 29.22 | 12.90 | -3.27 | 10.60 | 22.82 | -37.61 | 7.24 | 21.00 | 5.44 |
| Sharpe Ratio | NA | 0.35 | 0.03 | 0.47 | 0.12 | NA | NA | 0.19 | 0.00 | 0.18 | -0.11 | 0.11 | 2.43 | 0.95 | -0.14 | 0.53 | 0.89 | -1.02 | 0.25 | 1.45 | 1.05 |
| Standard Deviation(%) | NA | 10.93 | 13.46 | 13.34 | 20.69 | NA | NA | 19.60 | NA | 14.26 | 15.59 | 11.27 | 12.03 | 13.59 | 24.23 | 19.93 | 25.40 | 37.79 | 16.73 | 12.23 | 10.40 |
| Draw Down(%) | NA | 7.63 | 22.07 | 22.07 | 56.86 | NA | NA | 56.86 | 0.00 | 12.55 | 16.73 | 11.62 | 7.61 | 12.23 | 21.13 | 16.34 | 27.77 | 48.97 | 11.65 | 13.10 | 6.19 |
| Yield(%) | 0.00 | 0.52 | 3.10 | 3.33 | 3.21 | 2.96 | 2.22 | 4.03 | 0.00 | 0.53 | 6.20 | 2.86 | 2.04 | 2.89 | 2.93 | 2.87 | 2.65 | 3.57 | 10.22 | 4.30 | 0.29 |
Data as of 03/17/2017, AR inception is 08/01/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDWTX (GMO DEVELOPED WORLD STOCK FUND CLASS III) |
-14.99%
Feb 2006 - Feb 2009 |
-4.65%
May 2007 - May 2012 |
2.62%
Jan 2007 - Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDWTX (GMO DEVELOPED WORLD STOCK FUND CLASS III) |
20.74%
Feb 2009 - Feb 2012 |
19.48%
Feb 2009 - Feb 2014 |
5.24%
Oct 2005 - Oct 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart