Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMGTX (GMO Global Growth III) | NA | -39.80% | -14.22% | NA | NA | NA | NA | -6.52% |
Data as of 05/01/2009, AR inception is 02/02/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMGTX (GMO Global Growth III) | 02/02/2005 | 05/01/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -39.80 | -14.22 | NA | NA | NA | NA | -6.52 | -6.40 | -37.32 | 10.74 | 7.55 | 9.25 |
| Sharpe Ratio | NA | -0.98 | -0.57 | NA | NA | NA | NA | -0.34 | -0.60 | -0.98 | 0.44 | 0.27 | 0.76 |
| Standard Deviation(%) | NA | 41.16 | 28.43 | NA | NA | NA | NA | 24.27 | 30.54 | 38.82 | 17.46 | 15.63 | 10.52 |
| Draw Down(%) | NA | 51.38 | 54.34 | NA | NA | NA | NA | 54.34 | 23.90 | 48.31 | 10.86 | 19.12 | 6.88 |
| Yield(%) | 0.00 | 4.54 | 4.36 | 3.16 | 1.58 | 1.05 | 0.79 | 3.95 | 1.78 | 3.35 | 4.54 | 4.88 | 0.00 |
Data as of 05/01/2009, AR inception is 02/02/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMGTX (GMO Global Growth III) |
-15.76%
Feb 2006 - Feb 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMGTX (GMO Global Growth III) |
8.43%
May 2005 - May 2008 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart