Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 01/23/2017.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| GMIBX (GMO INTERNATIONAL BOND FUND CLASS III) | 5.48% | NA | 0.00% | -2.51% | -0.02% | 2.46% | 5.26% | 4.16% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMIBX (GMO INTERNATIONAL BOND FUND CLASS III) | 12/22/1993 | 01/23/2017 |
The return data shown below all have the same latest date: 01/23/2017.
AR inception is since 12/22/1993.
AR inception is since 12/22/1993.
| 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 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -2.51 | -0.02 | 2.46 | 5.26 | 4.16 | 5.48 | 0.00 | 0.00 | -6.55 | 1.30 | -0.57 | 6.75 | 7.19 | 14.13 | 18.15 | -15.78 | 3.43 | 8.12 | -8.30 | 14.59 | 26.28 | 18.46 | -2.61 | -0.27 | -5.48 | 10.74 | 0.82 | 16.70 | 27.32 | 5.20 | -1.00 |
| Sharpe Ratio | NA | 0.00 | -0.54 | -0.02 | 0.26 | NA | NA | 0.24 | 0.00 | 0.00 | -1.00 | 0.23 | -0.07 | 1.19 | 0.96 | 1.69 | 1.83 | -1.34 | 0.07 | 0.73 | -1.33 | 1.28 | 2.48 | 1.86 | -0.55 | -0.49 | -1.20 | 0.86 | -7.26 | 2.32 | 2.68 | 0.26 | -13.08 |
| Standard Deviation(%) | NA | 0.15 | 4.85 | 5.93 | 7.69 | NA | NA | 8.15 | NA | NA | 6.61 | 5.55 | 8.49 | 5.65 | 7.48 | 8.31 | 9.86 | 12.44 | 5.94 | 6.60 | 7.90 | 10.66 | 10.30 | 9.33 | 9.14 | 8.84 | 7.27 | 8.63 | 7.46 | 5.63 | 8.77 | 8.51 | 2.79 |
| Draw Down(%) | NA | 0.00 | 15.76 | 15.76 | 29.39 | NA | NA | 29.39 | 0.00 | 0.00 | 9.79 | 7.55 | 7.97 | 4.06 | 5.49 | 7.54 | 6.59 | 27.49 | 6.17 | 3.89 | 9.56 | 8.80 | 7.94 | 5.63 | 9.14 | 9.25 | 11.67 | 6.48 | 7.49 | 4.46 | 4.93 | 6.04 | 1.10 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.48 | 4.90 | 6.98 | 5.45 | 6.70 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.43 | 10.80 | 6.18 | 18.93 | 13.25 | 9.73 | 6.53 | 2.98 | 9.36 | 17.97 | 14.19 | 0.33 | 0.46 | 5.33 | 6.60 | 8.98 | 13.57 | 9.60 | 11.04 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMIBX (GMO INTERNATIONAL BOND FUND CLASS III) |
-3.96%
Feb 2006 - Feb 2009 |
-1.59%
Feb 2004 - Feb 2009 |
2.25%
Nov 2006 - Nov 2016 |
5.00%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMIBX (GMO INTERNATIONAL BOND FUND CLASS III) |
20.00%
Feb 2002 - Feb 2005 |
11.74%
Feb 2002 - Feb 2007 |
10.07%
Dec 1994 - Dec 2004 |
7.05%
Nov 1994 - Nov 2009 |
Annualized Rolling Returns Comparison Chart