Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GIMFX (GMO IMPLEMENTATION FUND GMO IMPLEMENTATION FUND) | 10.19% | 9.05% | 11.60% | 7.28% | 4.09% | NA | NA | 4.13% |
Data as of 07/21/2025, AR inception is 07/13/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GIMFX (GMO IMPLEMENTATION FUND GMO IMPLEMENTATION FUND) | 07/13/2015 | 07/21/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.05 | 11.60 | 7.28 | 4.09 | NA | NA | 4.13 | 10.19 | 4.97 | 14.75 | -1.24 | 4.06 | -7.25 | 13.23 | -5.59 | 14.09 | 3.56 | -6.23 |
| Sharpe Ratio | NA | 0.52 | 1.02 | 0.69 | 0.29 | NA | NA | 0.30 | 1.62 | -0.21 | 1.38 | -0.33 | 0.65 | -0.44 | 1.84 | -0.98 | 3.60 | 0.39 | -1.16 |
| Standard Deviation(%) | NA | 9.36 | 8.22 | 7.59 | 8.96 | NA | NA | 8.96 | 9.56 | 7.89 | 7.68 | 7.94 | 6.25 | 17.09 | 6.44 | 7.05 | 3.75 | 8.70 | 10.95 |
| Draw Down(%) | NA | 8.02 | 8.02 | 14.01 | 25.87 | NA | NA | 25.87 | 8.02 | 5.14 | 5.04 | 13.19 | 8.52 | 25.87 | 5.30 | 11.14 | 1.29 | 7.94 | 10.11 |
| Yield(%) | 0.00 | 3.25 | 5.24 | 4.25 | 3.32 | 2.22 | 1.66 | 3.33 | 0.00 | 5.66 | 6.40 | 3.41 | 3.31 | 2.02 | 4.35 | 4.11 | 3.25 | 2.04 | 0.00 |
Data as of 07/21/2025, AR inception is 07/13/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIMFX (GMO IMPLEMENTATION FUND GMO IMPLEMENTATION FUND) |
-2.14%
Oct 2019 - Oct 2022 |
-0.65%
Sep 2017 - Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIMFX (GMO IMPLEMENTATION FUND GMO IMPLEMENTATION FUND) |
11.51%
Jun 2022 - Jun 2025 |
8.04%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart