Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GFITX (GMO Strategic Fixed Income III) | NA | 3.58% | 6.83% | 7.77% | NA | NA | NA | 0.94% |
Data as of 06/25/2014, AR inception is 08/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFITX (GMO Strategic Fixed Income III) | 08/02/2006 | 06/25/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | 3.58 | 6.83 | 7.77 | NA | NA | NA | 0.94 | 2.65 | 2.09 | 8.00 | 14.14 | 1.26 | 1.65 | -22.21 | -0.85 | 4.07 |
| Sharpe Ratio | NA | 2.23 | 2.45 | 1.99 | NA | NA | NA | 0.02 | 4.46 | 1.04 | 4.46 | 2.73 | 0.22 | 0.11 | -3.62 | -1.95 | 3.08 |
| Standard Deviation(%) | NA | 1.60 | 2.81 | 3.88 | NA | NA | NA | 6.69 | 1.25 | 1.98 | 1.80 | 5.17 | 5.39 | 14.60 | 6.37 | 2.00 | 2.18 |
| Draw Down(%) | NA | 0.68 | 2.90 | 5.38 | NA | NA | NA | 33.45 | 0.42 | 2.90 | 0.91 | 2.50 | 5.38 | 14.17 | 22.21 | 3.64 | 0.47 |
| Yield(%) | 0.00 | 1.68 | 5.46 | 6.63 | 3.44 | 2.29 | 1.72 | 4.91 | 0.00 | 1.70 | 8.78 | 6.05 | 7.95 | 7.80 | 5.21 | 4.11 | 4.54 |
Data as of 06/25/2014, AR inception is 08/02/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFITX (GMO Strategic Fixed Income III) |
-7.79%
Dec 2006 - Dec 2009 |
-2.07%
Oct 2006 - Oct 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFITX (GMO Strategic Fixed Income III) |
10.54%
May 2009 - May 2012 |
8.26%
May 2009 - May 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart