Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMGEX (GMO GLOBAL EQUITY ALLOCATION FUND CLASS III) | 14.11% | 15.68% | 15.57% | 10.88% | 8.27% | 9.37% | 7.23% | 8.52% |
Data as of 07/03/2025, AR inception is 11/26/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMGEX (GMO GLOBAL EQUITY ALLOCATION FUND CLASS III) | 11/26/1996 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.16 | 15.68 | 15.57 | 10.88 | 8.27 | 9.37 | 7.23 | 8.52 | 14.11 | 9.49 | 22.27 | -19.88 | 14.91 | 9.55 | 25.83 | -13.04 | 26.01 | 12.88 | -5.78 | -0.93 | 22.77 | 15.73 | -0.41 | 10.35 | 24.48 | -32.95 | 9.65 | 16.60 | 11.35 | 16.32 | 38.24 | -6.25 | -0.74 | 3.82 | 19.32 | 6.06 | 20.18 | 0.70 |
| Sharpe Ratio | NA | 0.78 | 0.81 | 0.62 | 0.41 | NA | NA | 0.43 | 1.48 | 0.25 | 1.54 | -1.07 | 1.14 | 0.30 | 2.17 | -0.98 | 3.98 | 0.83 | -0.38 | -0.08 | 2.07 | 1.31 | -0.02 | 0.59 | 1.17 | -1.00 | 0.44 | 1.24 | 1.04 | 1.46 | 3.39 | -0.52 | -0.27 | -0.02 | 1.67 | 0.19 | 1.53 | 0.55 |
| Standard Deviation(%) | NA | 15.88 | 14.47 | 14.95 | 16.45 | NA | NA | 15.75 | 18.29 | 11.44 | 11.77 | 19.93 | 13.07 | 30.57 | 11.28 | 14.66 | 6.41 | 15.32 | 15.15 | 11.10 | 10.97 | 12.08 | 21.50 | 17.32 | 20.76 | 33.65 | 15.05 | 10.79 | 8.87 | 10.54 | 11.09 | 14.10 | 11.68 | 12.90 | 9.65 | 14.45 | 10.87 | 8.20 |
| Draw Down(%) | NA | 13.76 | 14.59 | 31.02 | 34.98 | NA | NA | 49.74 | 13.76 | 7.91 | 9.41 | 31.02 | 6.99 | 34.98 | 8.01 | 22.92 | 2.02 | 10.86 | 17.61 | 12.22 | 8.45 | 11.53 | 17.72 | 15.05 | 22.91 | 43.35 | 10.10 | 11.84 | 6.45 | 10.12 | 11.04 | 23.30 | 15.56 | 7.87 | 8.94 | 23.06 | 9.37 | 2.40 |
| Yield(%) | 0.00 | 5.28 | 5.63 | 6.04 | 13.97 | 14.30 | 8.99 | 10.13 | 0.00 | 5.74 | 6.49 | 3.30 | 8.24 | 4.00 | 4.18 | 2.62 | 3.20 | 16.18 | 10.66 | 10.77 | 9.27 | 9.89 | 4.75 | 2.14 | 3.10 | 11.74 | 16.70 | 10.71 | 11.37 | 6.57 | 4.40 | 2.63 | 4.02 | 12.30 | 11.55 | 13.99 | 19.56 | 2.00 |
Data as of 07/03/2025, AR inception is 11/26/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMGEX (GMO GLOBAL EQUITY ALLOCATION FUND CLASS III) |
-11.48%
Feb 2006 - Feb 2009 |
-2.11%
Feb 2004 - Feb 2009 |
3.38%
Feb 2006 - Feb 2016 |
3.44%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMGEX (GMO GLOBAL EQUITY ALLOCATION FUND CLASS III) |
25.59%
Mar 2003 - Mar 2006 |
19.79%
Sep 2002 - Sep 2007 |
12.01%
Apr 1997 - Apr 2007 |
10.19%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart