Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GGFEX (GMO GLOBAL FOCUSED EQUITY FUND CLASS III) | NA | -14.90% | -2.37% | NA | NA | NA | NA | 6.75% |
Data as of 08/05/2016, AR inception is 12/09/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GGFEX (GMO GLOBAL FOCUSED EQUITY FUND CLASS III) | 12/09/2011 | 08/05/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -14.90 | -2.37 | NA | NA | NA | NA | 6.75 | -7.76 | -8.82 | -16.87 | 10.44 | 17.94 | -1.41 |
| Sharpe Ratio | NA | -1.09 | -0.62 | NA | NA | NA | NA | -0.13 | -1.00 | -0.56 | -0.88 | 0.54 | 1.13 | -1.03 |
| Standard Deviation(%) | NA | 15.66 | 18.85 | NA | NA | NA | NA | 17.53 | 12.82 | 15.68 | 19.14 | 19.39 | 15.99 | 21.96 |
| Draw Down(%) | NA | 24.45 | 43.31 | NA | NA | NA | NA | 43.31 | 15.73 | 18.56 | 26.52 | 14.17 | 15.11 | 5.44 |
| Yield(%) | 0.00 | 2.07 | 9.60 | 9.15 | 4.58 | 3.05 | 2.29 | 11.44 | 0.76 | 1.59 | 15.01 | 18.17 | 2.65 | 0.00 |
Data as of 08/05/2016, AR inception is 12/09/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGFEX (GMO GLOBAL FOCUSED EQUITY FUND CLASS III) |
-1.65%
Jul 2013 - Jul 2016 |
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 |
|---|---|---|---|---|
| GGFEX (GMO GLOBAL FOCUSED EQUITY FUND CLASS III) |
17.35%
May 2012 - May 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart