Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GIDRX (GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION SERIES FUND CLASS R6) | NA | 18.24% | 2.66% | 9.29% | NA | NA | NA | 5.51% |
Data as of 02/25/2021, AR inception is 01/14/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GIDRX (GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION SERIES FUND CLASS R6) | 01/14/2015 | 02/25/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.24 | 2.66 | 9.29 | NA | NA | NA | 5.51 | 3.85 | 2.55 | 24.07 | -19.50 | 26.00 | 3.17 | -4.39 |
| Sharpe Ratio | NA | 0.63 | 0.10 | 0.50 | NA | NA | NA | 0.28 | 3.83 | 0.08 | 1.98 | -1.45 | 3.52 | 0.17 | -0.28 |
| Standard Deviation(%) | NA | 28.95 | 19.72 | 17.20 | NA | NA | NA | 17.16 | 7.65 | 29.70 | 11.46 | 14.32 | 7.24 | 16.85 | 16.10 |
| Draw Down(%) | NA | 30.01 | 35.63 | 39.09 | NA | NA | NA | 39.09 | 1.20 | 35.02 | 9.33 | 28.02 | 2.64 | 11.93 | 19.42 |
| Yield(%) | 0.00 | 7.07 | 4.26 | 5.09 | 2.53 | 1.69 | 1.27 | 4.22 | 0.98 | 5.60 | 4.43 | 3.54 | 3.76 | 3.97 | 3.67 |
Data as of 02/25/2021, AR inception is 01/14/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIDRX (GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION SERIES FUND CLASS R6) |
-3.65%
Mar 2017 - Mar 2020 |
-2.42%
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 |
|---|---|---|---|---|
| GIDRX (GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION SERIES FUND CLASS R6) |
7.96%
Dec 2016 - Dec 2019 |
8.76%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart