Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GGASX (GMO GLOBAL EQUITY ALLOCATION SERIES FUND CLASS R6) | NA | -3.00% | 1.19% | 6.48% | NA | NA | NA | 6.51% |
Data as of 12/08/2020, AR inception is 09/04/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GGASX (GMO GLOBAL EQUITY ALLOCATION SERIES FUND CLASS R6) | 09/04/2012 | 12/08/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.00 | 1.19 | 6.48 | NA | NA | NA | 6.51 | -6.78 | 25.46 | -13.10 | 25.81 | 7.78 | -6.02 | -0.74 | 22.16 | 5.46 |
| Sharpe Ratio | NA | -0.12 | 0.01 | 0.34 | NA | NA | NA | 0.38 | -0.25 | 2.15 | -0.99 | 3.91 | 0.52 | -0.40 | -0.07 | 2.06 | 1.66 |
| Standard Deviation(%) | NA | 28.46 | 19.58 | 16.81 | NA | NA | NA | 15.18 | 29.36 | 11.20 | 14.52 | 6.47 | 14.51 | 15.17 | 10.98 | 10.72 | 10.92 |
| Draw Down(%) | NA | 34.70 | 34.70 | 34.70 | NA | NA | NA | 34.70 | 34.70 | 7.90 | 22.86 | 2.05 | 10.75 | 17.72 | 12.16 | 8.28 | 6.20 |
| Yield(%) | 0.00 | 3.27 | 2.91 | 4.65 | 4.63 | 3.09 | 2.32 | 5.79 | 0.18 | 4.09 | 2.56 | 3.52 | 5.04 | 9.32 | 8.42 | 8.31 | 3.52 |
Data as of 12/08/2020, AR inception is 09/04/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGASX (GMO GLOBAL EQUITY ALLOCATION SERIES FUND CLASS R6) |
-1.17%
Mar 2017 - Mar 2020 |
0.61%
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 |
|---|---|---|---|---|
| GGASX (GMO GLOBAL EQUITY ALLOCATION SERIES FUND CLASS R6) |
11.44%
Sep 2015 - Sep 2018 |
9.61%
Jan 2013 - Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart