Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMFRX (GMO FOREIGN FUND CLASS II) | NA | -16.61% | -4.93% | 0.54% | -2.80% | 5.05% | 4.41% | 4.87% |
Data as of 11/10/2017, AR inception is 09/30/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMFRX (GMO FOREIGN FUND CLASS II) | 09/30/1996 | 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 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -20.31 | -16.61 | -4.93 | 0.54 | -2.80 | 5.05 | 4.41 | 4.87 | -18.75 | 0.95 | 6.70 | -11.79 | 22.70 | 16.24 | -12.04 | 5.10 | 22.55 | -39.91 | 10.14 | 27.01 | 13.56 | 21.92 | 40.72 | -5.74 | -10.22 | -6.46 | 29.07 | 13.91 | 6.73 | 6.98 |
| Sharpe Ratio | NA | -0.71 | -0.27 | 0.02 | -0.14 | NA | NA | 0.08 | -0.85 | 0.04 | 0.44 | -0.92 | 1.62 | 1.02 | -0.46 | 0.23 | 0.85 | -1.05 | 0.42 | 1.77 | 1.14 | 1.68 | 3.41 | -0.48 | -0.92 | -0.91 | 2.32 | 0.64 | -4.14 | 4.11 |
| Standard Deviation(%) | NA | 24.33 | 19.22 | 17.14 | 22.61 | NA | NA | 18.19 | 25.94 | 16.61 | 15.12 | 12.89 | 13.99 | 15.95 | 26.40 | 21.52 | 26.27 | 38.61 | 17.03 | 13.45 | 9.97 | 12.51 | 11.73 | 14.29 | 13.83 | 11.48 | 11.15 | 16.44 | 11.66 | 6.58 |
| Draw Down(%) | NA | 26.49 | 26.49 | 26.49 | 57.65 | NA | NA | 58.59 | 26.49 | 12.67 | 11.75 | 17.33 | 10.03 | 15.76 | 25.38 | 19.40 | 27.97 | 50.58 | 11.88 | 15.43 | 6.71 | 9.82 | 12.36 | 22.44 | 24.08 | 14.34 | 9.33 | 22.39 | 12.26 | 2.53 |
| Yield(%) | 0.00 | 22.13 | 10.09 | 8.18 | 4.24 | 9.19 | 7.45 | 8.09 | 19.74 | 2.70 | 4.14 | 5.84 | 2.84 | 3.47 | 4.49 | 2.30 | 4.55 | 5.53 | 11.34 | 9.75 | 7.90 | 5.48 | 2.34 | 1.82 | 1.97 | 12.10 | 13.61 | 3.24 | 2.14 | 0.78 |
Data as of 11/10/2017, AR inception is 09/30/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMFRX (GMO FOREIGN FUND CLASS II) |
-14.45%
Jun 2007 - Jun 2010 |
-8.03%
May 2007 - May 2012 |
-1.18%
Oct 2007 - Oct 2017 |
4.18%
Dec 1999 - Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMFRX (GMO FOREIGN FUND CLASS II) |
31.60%
Mar 2003 - Mar 2006 |
24.16%
Oct 2002 - Oct 2007 |
12.66%
Oct 1997 - Oct 2007 |
7.48%
Sep 1998 - Sep 2013 |
Annualized Rolling Returns Comparison Chart