Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GFFEX (GMO Flexible Equities VI) | NA | 1.47% | -1.80% | NA | NA | NA | NA | -4.09% |
Data as of 07/25/2013, AR inception is 11/05/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFFEX (GMO Flexible Equities VI) | 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 | 1.47 | -1.80 | NA | NA | NA | NA | -4.09 | -15.56 | 16.35 | -8.87 | 2.27 | -3.66 |
| Sharpe Ratio | NA | 0.03 | -0.06 | NA | NA | NA | NA | -0.13 | -0.55 | 1.16 | -0.44 | 0.14 | -1.26 |
| Standard Deviation(%) | NA | 44.66 | 32.60 | NA | NA | NA | NA | 25.58 | 47.50 | 14.15 | 20.44 | 15.46 | 17.46 |
| Draw Down(%) | NA | 37.84 | 37.84 | NA | NA | NA | NA | 37.84 | 37.84 | 16.72 | 18.42 | 19.73 | 5.96 |
| Yield(%) | 0.00 | 25.47 | 8.41 | 4.70 | 2.35 | 1.57 | 1.18 | 7.83 | 19.32 | 2.38 | 0.00 | 1.40 | 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 |
|---|---|---|---|---|
| GFFEX (GMO Flexible Equities VI) |
2.74%
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 |
|---|---|---|---|---|
| GFFEX (GMO Flexible Equities VI) |
9.81%
Jun 2010 - Jun 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart