Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GFSFX (GMO FOREIGN SMALL COMPANIES FUND CLASS IV) | NA | -4.38% | 9.93% | 3.19% | NA | NA | NA | 9.26% |
Data as of 01/10/2019, AR inception is 08/12/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFSFX (GMO FOREIGN SMALL COMPANIES FUND CLASS IV) | 08/12/2009 | 01/10/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.38 | 9.93 | 3.19 | NA | NA | NA | 9.26 | 0.00 | -2.10 | 26.45 | 0.20 | 6.18 | -10.09 | 28.22 | 22.81 | -15.28 | 24.91 | 12.50 |
| Sharpe Ratio | NA | -0.71 | 0.81 | 0.24 | NA | NA | NA | 0.57 | 0.00 | -0.41 | 3.50 | 0.00 | 0.47 | -0.89 | 2.59 | 1.56 | -0.64 | 1.28 | 1.85 |
| Standard Deviation(%) | NA | 8.13 | 11.12 | 11.64 | NA | NA | NA | 14.94 | NA | 8.30 | 7.41 | 16.01 | 13.03 | 11.37 | 10.87 | 14.73 | 23.80 | 19.43 | 19.06 |
| Draw Down(%) | NA | 10.88 | 11.36 | 22.42 | NA | NA | NA | 26.56 | 0.00 | 10.88 | 3.71 | 13.39 | 12.44 | 18.54 | 8.09 | 14.34 | 26.56 | 16.35 | 7.54 |
| Yield(%) | 0.00 | 12.53 | 10.71 | 7.00 | 7.58 | 5.05 | 3.79 | 8.42 | 0.00 | 12.70 | 13.73 | 2.57 | 5.55 | 5.15 | 7.22 | 1.64 | 1.73 | 1.17 | 0.00 |
Data as of 01/10/2019, AR inception is 08/12/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFSFX (GMO FOREIGN SMALL COMPANIES FUND CLASS IV) |
-1.76%
Nov 2013 - Nov 2016 |
2.24%
Feb 2011 - Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFSFX (GMO FOREIGN SMALL COMPANIES FUND CLASS IV) |
16.15%
May 2012 - May 2015 |
12.11%
May 2010 - May 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart