Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GFEFX (GMO Flexible Equities III) | NA | 1.30% | -1.91% | NA | NA | NA | NA | -4.20% |
Data as of 07/25/2013, AR inception is 11/05/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFEFX (GMO Flexible Equities III) | 11/05/2009 | 07/25/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -19.83 | 1.30 | -1.91 | NA | NA | NA | NA | -4.20 | -15.63 | 16.18 | -8.92 | 2.22 | -3.66 |
| Sharpe Ratio | NA | 0.03 | -0.06 | NA | NA | NA | NA | -0.14 | -0.55 | 1.14 | -0.44 | 0.14 | -1.26 |
| Standard Deviation(%) | NA | 44.62 | 32.61 | NA | NA | NA | NA | 25.59 | 47.45 | 14.23 | 20.48 | 15.53 | 17.36 |
| Draw Down(%) | NA | 37.86 | 37.86 | NA | NA | NA | NA | 37.86 | 37.86 | 16.74 | 18.43 | 19.79 | 5.91 |
| Yield(%) | 0.00 | 25.27 | 8.28 | 4.63 | 2.31 | 1.54 | 1.16 | 7.71 | 19.24 | 2.17 | 0.00 | 1.29 | 0.00 |
Data as of 07/25/2013, AR inception is 11/05/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFEFX (GMO Flexible Equities III) |
2.65%
Dec 2009 - Dec 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFEFX (GMO Flexible Equities III) |
9.71%
Jun 2010 - Jun 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart