Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMFMX (GMO Foreign M ) | NA | -10.83% | 13.28% | -6.07% | NA | NA | NA | NA |
Data as of 02/17/2012, AR inception is 07/08/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMFMX (GMO Foreign M ) | 07/08/2002 | 02/17/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.91 | -10.83 | 13.28 | -6.07 | NA | NA | NA | NA | 8.56 | -12.25 | 4.85 | 22.22 | -40.06 | 4.32 | 26.81 | 13.24 | 21.80 | 30.64 |
| Sharpe Ratio | NA | -0.40 | 0.54 | -0.24 | NA | NA | NA | 0.24 | 6.21 | -0.46 | 0.22 | 0.84 | -1.04 | 0.07 | 1.75 | 1.11 | 1.57 | 5.25 |
| Standard Deviation(%) | NA | 26.87 | 24.36 | 27.78 | NA | NA | NA | 22.28 | 14.04 | 26.72 | 21.52 | 26.26 | 39.13 | 18.75 | 13.49 | 9.95 | 13.27 | 10.25 |
| Draw Down(%) | NA | 25.38 | 25.38 | 60.84 | NA | NA | NA | 60.84 | 2.49 | 25.38 | 19.62 | 28.03 | 50.66 | 11.90 | 15.44 | 6.69 | 9.85 | 3.83 |
| Yield(%) | 0.00 | 4.04 | 4.75 | 4.40 | NA | NA | NA | NA | 0.00 | 4.28 | 2.00 | 4.34 | 5.34 | 11.06 | 9.49 | 7.68 | 4.47 | 2.00 |
Data as of 02/17/2012, AR inception is 07/08/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMFMX (GMO Foreign M ) |
-16.12%
Jun 2007 - Jun 2010 |
-6.80%
Dec 2006 - Dec 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMFMX (GMO Foreign M ) |
23.47%
May 2004 - May 2007 |
14.88%
Jun 2003 - Jun 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart