Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMFSX (GMO FOREIGN SMALL COMPANIES FUND CLASS III) | NA | -12.26% | 0.70% | -0.18% | 6.12% | 7.11% | 8.44% | 9.25% |
Data as of 08/22/2019, AR inception is 04/27/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMFSX (GMO FOREIGN SMALL COMPANIES FUND CLASS III) | 04/27/1995 | 08/22/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.26 | 0.70 | -0.18 | 6.12 | 7.11 | 8.44 | 9.25 | 5.91 | -22.47 | 26.36 | 0.14 | 6.18 | -10.18 | 28.26 | 22.57 | -15.24 | 25.11 | 44.58 | -44.68 | 7.85 | 35.83 | 19.17 | 29.24 | 50.73 | 2.63 | 3.66 | -7.77 | 41.62 | 4.45 | -3.77 | 22.11 | 9.12 |
| Sharpe Ratio | NA | -1.02 | -0.03 | -0.06 | 0.38 | NA | NA | 0.48 | 0.67 | -1.67 | 3.46 | 0.00 | 0.47 | -0.89 | 2.58 | 1.54 | -0.64 | 1.29 | 1.83 | -1.38 | 0.28 | 2.37 | 1.88 | 2.38 | 5.31 | 0.14 | 0.12 | -0.94 | 2.38 | 0.06 | -0.68 | 2.04 | 1.49 |
| Standard Deviation(%) | NA | 13.49 | 11.25 | 12.87 | 15.18 | NA | NA | 15.64 | 11.58 | 14.27 | 7.47 | 16.03 | 12.99 | 11.41 | 10.96 | 14.71 | 23.76 | 19.45 | 24.30 | 33.00 | 17.39 | 13.79 | 9.04 | 11.88 | 9.42 | 10.72 | 11.61 | 12.53 | 16.12 | 19.01 | 10.69 | 9.06 | 6.70 |
| Draw Down(%) | NA | 22.03 | 29.55 | 29.55 | 29.55 | NA | NA | 61.64 | 7.30 | 29.55 | 3.76 | 13.42 | 12.48 | 18.58 | 8.08 | 14.33 | 26.54 | 16.15 | 22.73 | 54.47 | 15.21 | 17.36 | 7.51 | 9.74 | 9.32 | 20.71 | 15.43 | 15.17 | 2.91 | 19.94 | 12.04 | 3.35 | 0.66 |
| Yield(%) | 0.00 | 5.92 | 13.27 | 8.79 | 8.89 | 10.23 | 13.05 | 16.53 | 6.21 | 18.65 | 13.68 | 2.51 | 5.48 | 5.09 | 7.13 | 1.45 | 1.68 | 1.35 | 1.60 | 7.05 | 20.75 | 25.63 | 16.39 | 11.50 | 3.21 | 1.22 | 2.54 | 2.36 | 2.81 | 2.52 | 2.85 | 2.85 | 2.54 |
Data as of 08/22/2019, AR inception is 04/27/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMFSX (GMO FOREIGN SMALL COMPANIES FUND CLASS III) |
-14.73%
Feb 2006 - Feb 2009 |
-4.54%
May 2007 - May 2012 |
2.81%
May 2007 - May 2017 |
6.93%
May 2004 - May 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMFSX (GMO FOREIGN SMALL COMPANIES FUND CLASS III) |
39.58%
Mar 2003 - Mar 2006 |
31.03%
Oct 2002 - Oct 2007 |
17.68%
Oct 1997 - Oct 2007 |
13.63%
Sep 1998 - Sep 2013 |
Annualized Rolling Returns Comparison Chart