Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMEQX (GMO U.S. EQUITY ALLOCATION FUND CLASS V) | NA | -32.62% | -9.01% | -3.99% | NA | NA | NA | -2.69% |
Data as of 01/07/2022, AR inception is 08/12/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMEQX (GMO U.S. EQUITY ALLOCATION FUND CLASS V) | 08/12/2016 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -32.62 | -9.01 | -3.99 | NA | NA | NA | -2.69 | 0.00 | -32.62 | 0.00 | 13.54 | -9.67 | 18.48 | 6.57 |
| Sharpe Ratio | NA | -0.83 | -0.42 | -0.25 | NA | NA | NA | -0.17 | NA | -0.92 | 0.00 | 2.17 | -0.64 | 2.36 | 1.71 |
| Standard Deviation(%) | NA | 39.56 | 22.93 | 19.73 | NA | NA | NA | 19.19 | NA | 49.24 | NA | 5.60 | 17.17 | 7.60 | 10.24 |
| Draw Down(%) | NA | 32.62 | 32.77 | 35.24 | NA | NA | NA | 35.24 | NA | 32.62 | 0.00 | 2.34 | 20.65 | 3.59 | 4.87 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 5.87 | 3.86 | 2.57 | 1.93 | 7.71 | 0.00 | 0.00 | 0.00 | 0.00 | 16.35 | 11.92 | 10.10 |
Data as of 01/07/2022, AR inception is 08/12/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMEQX (GMO U.S. EQUITY ALLOCATION FUND CLASS V) |
-13.08%
Aug 2018 - Aug 2021 |
-3.92%
Dec 2016 - Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMEQX (GMO U.S. EQUITY ALLOCATION FUND CLASS V) |
9.69%
Oct 2016 - Oct 2019 |
-2.32%
Oct 2016 - Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart