Select Page
Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
GMFFX (GMO FOREIGN FUND CLASS IV) NA 7.46% 3.55% 5.89% -0.23% 6.94% NA 6.31%
Data as of 11/10/2017, AR inception is 01/09/1998
More Performance Analytics Comparison
Name Start Date End Date
GMFFX (GMO FOREIGN FUND CLASS IV) 01/09/1998 11/10/2017
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998
Annualized Return (%) -2.06 7.46 3.55 5.89 -0.23 6.94 NA 6.31 4.71 1.10 6.88 -11.71 22.90 16.30 -11.96 5.01 22.47 -39.81 10.32 27.15 13.71 22.08 40.96 -5.66 -10.04 -6.41 29.18 16.60
Sharpe Ratio NA 1.29 0.24 0.42 -0.03 NA NA 0.27 1.03 0.05 0.45 -0.90 1.64 1.03 -0.46 0.23 0.85 -1.05 0.43 1.77 1.16 1.69 3.44 -0.48 -0.91 -0.91 2.33 0.83
Standard Deviation(%) NA 5.36 13.49 13.46 21.32 NA NA 17.76 4.73 16.60 15.14 12.99 13.96 15.96 26.33 21.51 26.27 38.57 17.05 13.52 9.92 12.48 11.69 14.20 13.77 11.42 11.11 16.48
Draw Down(%) NA 2.45 18.77 20.43 57.54 NA NA 58.50 2.45 12.67 11.77 17.38 10.04 15.73 25.31 19.61 27.86 50.51 11.83 15.41 6.69 9.78 12.42 22.39 23.95 14.23 9.32 22.36
Yield(%) 0.00 2.12 3.84 3.99 3.02 7.52 6.66 7.01 0.00 2.70 4.14 5.75 2.92 3.51 4.51 2.14 2.43 5.60 11.45 9.88 8.00 5.61 2.44 1.88 2.04 12.22 13.72 3.41
Data as of 11/10/2017, AR inception is 01/09/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
GMFFX (GMO FOREIGN FUND CLASS IV) -14.44%
Jun 2007 - Jun 2010 		-7.98%
May 2007 - May 2012 		-0.63%
Oct 2007 - Oct 2017 		4.28%
Dec 1999 - Dec 2014
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
GMFFX (GMO FOREIGN FUND CLASS IV) 31.75%
Mar 2003 - Mar 2006 		24.35%
Oct 2002 - Oct 2007 		10.59%
May 1998 - May 2008 		7.58%
Sep 1998 - Sep 2013
Annualized Rolling Returns Comparison Chart