Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 02/25/2021.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GEARX (GMO INTERNATIONAL EQUITY ALLOCATION SERIES FUND CLASS R6) | NA | 20.48% | 3.45% | 10.61% | NA | NA | NA | 6.59% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEARX (GMO INTERNATIONAL EQUITY ALLOCATION SERIES FUND CLASS R6) | 04/04/2012 | 02/25/2021 |
The return data shown below all have the same latest date: 02/25/2021.
AR inception is since 04/04/2012.
AR inception is since 04/04/2012.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 20.48 | 3.45 | 10.61 | NA | NA | NA | 6.59 | 5.14 | 3.02 | 23.43 | -17.85 | 27.37 | 6.48 | -8.87 | -5.91 | 15.94 | 8.41 |
| Sharpe Ratio | NA | 0.73 | 0.13 | 0.59 | NA | NA | NA | 0.35 | 5.25 | 0.10 | 1.94 | -1.33 | 3.91 | 0.38 | -0.55 | -0.49 | 1.27 | 0.78 |
| Standard Deviation(%) | NA | 27.90 | 19.26 | 16.73 | NA | NA | NA | 15.73 | 7.74 | 28.62 | 11.35 | 14.41 | 6.87 | 16.35 | 16.28 | 11.97 | 12.55 | 14.84 |
| Draw Down(%) | NA | 28.43 | 34.26 | 37.40 | NA | NA | NA | 37.40 | 0.94 | 34.26 | 9.41 | 26.64 | 2.46 | 11.00 | 20.53 | 16.33 | 10.97 | 12.35 |
| Yield(%) | 0.00 | 4.54 | 3.55 | 4.57 | 4.35 | 2.90 | 2.17 | 5.43 | 0.00 | 4.19 | 5.19 | 2.88 | 3.68 | 3.62 | 7.60 | 9.03 | 3.69 | 3.15 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEARX (GMO INTERNATIONAL EQUITY ALLOCATION SERIES FUND CLASS R6) |
-3.51%
Nov 2013 - Nov 2016 |
-1.60%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEARX (GMO INTERNATIONAL EQUITY ALLOCATION SERIES FUND CLASS R6) |
12.38%
May 2012 - May 2015 |
10.19%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart