Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 02/11/2014.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| GMDBX (GMO Domestic Bond III) | 109.69% | NA | -0.38% | 136.98% | 253.32% | 126.99% | 107.79% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMDBX (GMO Domestic Bond III) | 08/19/1994 | 02/11/2014 |
The return data shown below all have the same latest date: 02/11/2014.
AR inception is since 08/19/1994.
AR inception is since 08/19/1994.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | -0.38 | 136.98 | 253.32 | 126.99 | 107.79 | NA | 109.69 | 0.94 | 1.09 | 53.40 | 1,206.60 | 114.18 | 1,156.83 | 40.81 | 72.05 | 47.07 | 31.77 | 42.88 | 47.91 | 79.23 | 107.54 | 80.22 | 57.88 | 134.25 | 113.82 | 72.64 | 126.82 | 13.63 |
| Sharpe Ratio | NA | -0.05 | 3.24 | 5.33 | 3.71 | NA | NA | 2.69 | 6.54 | 0.14 | 1.44 | 11.95 | 2.45 | 11.25 | 1.36 | 1.61 | 1.61 | 1.78 | 1.84 | 2.14 | 2.34 | 2.70 | 3.27 | 2.31 | 3.05 | 1.54 | 2.59 | 3.36 | 1.67 |
| Standard Deviation(%) | NA | 7.96 | 42.27 | 47.50 | 33.92 | NA | NA | 37.92 | 1.34 | 7.49 | 37.37 | 100.94 | 46.50 | 102.81 | 29.12 | 42.97 | 27.33 | 16.64 | 22.75 | 22.03 | 33.43 | 39.79 | 23.28 | 23.69 | 42.89 | 37.78 | 26.38 | 36.55 | 22.99 |
| Draw Down(%) | NA | 6.83 | 6.83 | 12.10 | 12.10 | NA | NA | 12.10 | 0.00 | 6.83 | 6.09 | 5.74 | 12.10 | 2.21 | 7.99 | 2.03 | 1.55 | 2.50 | 2.92 | 3.58 | 2.71 | 4.98 | 2.78 | 3.12 | 4.40 | 2.42 | 4.12 | 2.07 | 3.17 |
| Yield(%) | 0.00 | 11.43 | 181.53 | 147.44 | 82.15 | 76.17 | 73.59 | 77.46 | 0.00 | 18.13 | 326.49 | 304.36 | 110.49 | 311.63 | 49.19 | 69.96 | 45.09 | 29.91 | 39.40 | 43.81 | 64.88 | 85.15 | 58.06 | 54.40 | 100.40 | 86.44 | 60.34 | 89.72 | 16.09 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMDBX (GMO Domestic Bond III) |
32.31%
Sep 2003 - Sep 2006 |
42.97%
Oct 2003 - Oct 2008 |
59.03%
Jan 1999 - Jan 2009 |
96.08%
Sep 1994 - Sep 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMDBX (GMO Domestic Bond III) |
707.44%
Feb 2009 - Feb 2012 |
316.07%
Jan 2007 - Jan 2012 |
148.85%
Feb 2002 - Feb 2012 |
130.38%
Feb 1997 - Feb 2012 |
Annualized Rolling Returns Comparison Chart