Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMIEX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS III) | NA | -9.11% | 4.90% | 0.69% | 6.38% | 5.26% | NA | … | … |
Data as of 12/11/2018, Common starting date is 01/29/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMIEX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS III) | 01/29/2002 | 12/11/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.11 | 4.90 | 0.69 | 6.38 | 5.26 | NA | … | … | -10.75 | 24.93 | 1.66 | -5.82 | -7.11 | 25.06 | 15.84 | -9.08 | 10.56 | 21.06 | -40.04 | 11.01 | 24.78 | 14.55 | 22.39 | 37.67 | -2.04 |
| Sharpe Ratio | NA | -0.80 | 0.31 | 0.02 | 0.33 | NA | NA | … | … | -0.95 | 3.26 | 0.08 | -0.34 | -0.55 | 1.89 | 0.99 | -0.34 | 0.47 | 0.78 | -1.02 | 0.45 | 1.43 | 1.21 | 1.56 | 2.87 | -0.19 |
| Standard Deviation(%) | NA | 12.99 | 13.47 | 14.08 | 18.36 | NA | NA | … | … | 13.23 | 7.48 | 17.58 | 16.99 | 12.88 | 13.23 | 16.05 | 26.64 | 22.13 | 26.70 | 40.19 | 17.99 | 15.11 | 10.26 | 13.75 | 12.87 | 16.93 |
| Draw Down(%) | NA | 19.53 | 19.53 | 29.89 | 29.89 | NA | NA | … | … | 19.53 | 2.53 | 12.19 | 19.00 | 17.43 | 9.44 | 16.01 | 23.82 | 19.58 | 28.19 | 52.16 | 12.48 | 16.71 | 6.79 | 11.31 | 13.05 | 21.55 |
| Yield(%) | 0.00 | 24.98 | 13.53 | 9.16 | 8.96 | 7.83 | 7.37 | … | … | 15.77 | 17.54 | 4.75 | 2.86 | 11.26 | 5.18 | 3.54 | 3.37 | 2.39 | 3.69 | 3.68 | 6.75 | 8.05 | 3.66 | 4.01 | 2.63 | 3.50 |
Data as of 12/11/2018, Common starting date is 01/29/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMIEX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS III) |
-14.67%
Feb 2006 – Feb 2009 |
-7.26%
May 2007 – May 2012 |
0.41%
Nov 2006 – Nov 2016 |
5.38%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMIEX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS III) |
31.35%
Mar 2003 – Mar 2006 |
23.91%
Oct 2002 – Oct 2007 |
9.50%
Mar 2003 – Mar 2013 |
8.52%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart