Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GIEAX (GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III) | 20.44% | 20.87% | 17.78% | 10.01% | 6.15% | 6.47% | 5.86% | 7.15% |
Data as of 07/07/2025, AR inception is 10/11/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GIEAX (GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III) | 10/11/1996 | 07/07/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.53 | 20.87 | 17.78 | 10.01 | 6.15 | 6.47 | 5.86 | 7.15 | 20.44 | 3.16 | 20.29 | -18.94 | 7.96 | 7.00 | 23.83 | -17.75 | 27.31 | 7.10 | -8.89 | -6.25 | 16.66 | 17.07 | -10.96 | 12.70 | 28.02 | -41.20 | 17.54 | 25.92 | 18.72 | 24.14 | 48.51 | -0.40 | -5.73 | -6.52 | 26.77 | 1.99 | 1.74 | 2.68 |
| Sharpe Ratio | NA | 1.24 | 1.03 | 0.58 | 0.28 | NA | NA | 0.32 | 2.64 | -0.26 | 1.36 | -1.07 | 0.61 | 0.24 | 1.95 | -1.32 | 3.83 | 0.42 | -0.55 | -0.52 | 1.31 | 1.16 | -0.44 | 0.61 | 1.15 | -1.08 | 0.78 | 1.52 | 1.63 | 1.73 | 4.40 | -0.11 | -0.67 | -1.01 | 2.24 | -0.08 | -0.16 | 1.36 |
| Standard Deviation(%) | NA | 15.65 | 14.01 | 14.64 | 16.17 | NA | NA | 17.07 | 17.24 | 13.08 | 11.93 | 19.10 | 12.90 | 28.66 | 11.49 | 14.49 | 6.99 | 16.48 | 16.21 | 12.10 | 12.69 | 14.76 | 24.89 | 20.82 | 24.22 | 39.07 | 18.64 | 14.93 | 10.17 | 13.42 | 10.87 | 13.34 | 12.22 | 10.48 | 10.53 | 17.07 | 11.25 | 7.02 |
| Draw Down(%) | NA | 13.72 | 13.72 | 33.89 | 37.45 | NA | NA | 58.49 | 13.72 | 10.86 | 8.76 | 31.91 | 10.68 | 34.49 | 9.44 | 26.78 | 2.48 | 11.18 | 20.67 | 16.49 | 11.07 | 15.18 | 23.96 | 18.34 | 25.16 | 52.27 | 13.15 | 18.29 | 7.43 | 12.97 | 10.11 | 21.55 | 18.91 | 13.85 | 8.61 | 27.94 | 12.89 | 3.31 |
| Yield(%) | 0.00 | 5.98 | 6.70 | 5.91 | 12.62 | 11.32 | 8.58 | 10.50 | 0.00 | 6.51 | 8.00 | 3.86 | 6.18 | 4.19 | 4.75 | 2.96 | 3.36 | 10.94 | 6.89 | 5.68 | 7.07 | 3.54 | 2.24 | 1.62 | 3.99 | 19.67 | 17.59 | 14.15 | 7.87 | 4.72 | 2.89 | 3.56 | 2.48 | 2.78 | 4.18 | 11.36 | 8.67 | 0.97 |
Data as of 07/07/2025, AR inception is 10/11/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIEAX (GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III) |
-12.64%
Feb 2006 - Feb 2009 |
-5.17%
May 2007 - May 2012 |
0.87%
Oct 2007 - Oct 2017 |
-0.26%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIEAX (GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III) |
36.01%
Mar 2003 - Mar 2006 |
28.98%
Oct 2002 - Oct 2007 |
14.56%
Oct 1997 - Oct 2007 |
10.07%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart