Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMIPX (GMO Inflation Indexed Plus Bond VI) | NA | 9.82% | 13.89% | 7.73% | NA | NA | NA | 8.07% |
Data as of 02/01/2013, AR inception is 06/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMIPX (GMO Inflation Indexed Plus Bond VI) | 06/01/2006 | 02/01/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.45 | 9.82 | 13.89 | 7.73 | NA | NA | NA | 8.07 | -0.25 | 13.63 | 17.70 | 13.87 | 30.33 | -24.73 | 3.08 | 3.71 |
| Sharpe Ratio | NA | 1.93 | 2.20 | 1.00 | NA | NA | NA | 0.92 | -0.66 | 2.66 | 2.47 | 2.13 | 3.75 | -2.65 | 0.01 | 0.80 |
| Standard Deviation(%) | NA | 5.06 | 6.29 | 7.51 | NA | NA | NA | 6.86 | 4.41 | 5.15 | 7.14 | 6.49 | 8.06 | 9.66 | 4.32 | 3.78 |
| Draw Down(%) | NA | 2.10 | 5.09 | 29.98 | NA | NA | NA | 29.98 | 1.07 | 2.10 | 3.12 | 5.09 | 4.04 | 29.12 | 3.52 | 1.83 |
| Yield(%) | 0.00 | 3.89 | 17.91 | 11.81 | 7.03 | 4.69 | 3.51 | 11.71 | 0.00 | 4.02 | 41.48 | 7.90 | 8.07 | 14.17 | 8.41 | 3.77 |
Data as of 02/01/2013, AR inception is 06/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMIPX (GMO Inflation Indexed Plus Bond VI) |
-2.61%
Jul 2006 - Jul 2009 |
5.65%
Sep 2006 - Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMIPX (GMO Inflation Indexed Plus Bond VI) |
21.81%
Feb 2009 - Feb 2012 |
8.36%
Dec 2007 - Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart