Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GGHEX (GMO ALPHA ONLY FUND CLASS III) | NA | -5.34% | -4.34% | -2.07% | -1.45% | -0.11% | 2.27% | … | … |
Data as of 07/02/2020, Common starting date is 12/22/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GGHEX (GMO ALPHA ONLY FUND CLASS III) | 12/22/1994 | 07/02/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.34 | -4.34 | -2.07 | -1.45 | -0.11 | 2.27 | … | … | -5.57 | -9.99 | -1.30 | 5.84 | -2.21 | -1.27 | -2.86 | -1.43 | -1.21 | 4.73 | -4.02 | -7.94 | 12.09 | 7.59 | 3.34 | 4.95 | 2.64 | 2.71 | 11.63 | 15.10 | 19.37 | 1.65 | -7.08 | -1.60 | 4.09 | 8.03 | 0.21 |
| Sharpe Ratio | NA | -1.77 | -1.19 | -0.71 | -0.51 | NA | NA | … | … | -4.18 | -1.78 | -0.39 | 1.66 | -0.53 | -0.36 | -1.00 | -0.67 | -0.39 | 0.90 | -0.99 | -0.57 | 1.05 | 0.62 | 0.01 | 0.86 | 0.52 | 0.67 | 1.83 | 1.96 | 2.63 | -0.30 | -2.15 | -1.28 | 0.21 | 1.96 | NA |
| Standard Deviation(%) | NA | 5.57 | 5.62 | 5.07 | 4.39 | NA | NA | … | … | 2.67 | 6.40 | 6.71 | 3.14 | 4.55 | 3.61 | 2.88 | 2.18 | 3.25 | 5.21 | 4.17 | 13.99 | 10.62 | 7.40 | 4.04 | 3.24 | 3.26 | 3.00 | 5.76 | 6.63 | 5.83 | 5.27 | 4.84 | 3.99 | 2.82 | 2.14 | NA |
| Draw Down(%) | NA | 9.49 | 18.49 | 18.49 | 20.46 | NA | NA | … | … | 5.62 | 11.92 | 10.25 | 2.80 | 5.70 | 3.41 | 4.39 | 2.28 | 2.68 | 3.30 | 4.19 | 17.47 | 4.13 | 2.38 | 1.63 | 1.32 | 2.98 | 2.37 | 4.32 | 5.31 | 2.67 | 6.00 | 8.35 | 4.84 | 1.88 | 0.79 | NA |
| Yield(%) | 0.00 | 7.05 | 3.67 | 3.43 | 9.68 | 7.82 | 8.74 | … | … | 1.01 | 5.73 | 4.03 | 0.82 | 2.91 | 3.76 | 1.79 | 0.05 | 0.30 | 1.42 | 0.00 | 5.25 | 59.44 | 2.09 | 2.06 | 3.67 | 0.00 | 0.00 | 3.30 | 7.58 | 10.66 | 2.99 | 4.85 | 16.71 | 1.89 | 2.40 | 0.71 |
Data as of 07/02/2020, Common starting date is 12/22/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGHEX (GMO ALPHA ONLY FUND CLASS III) |
-4.28%
Jun 2017 – Jun 2020 |
-2.48%
Aug 2014 – Aug 2019 |
-1.64%
Mar 2009 – Mar 2019 |
-0.08%
Jun 2005 – Jun 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGHEX (GMO ALPHA ONLY FUND CLASS III) |
15.33%
Dec 1999 – Dec 2002 |
10.59%
Feb 1999 – Feb 2004 |
8.30%
Feb 1999 – Feb 2009 |
4.80%
Jan 1995 – Jan 2010 |
Annualized Rolling Returns Comparison Chart