Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMISX (GMO INTERNATIONAL SMALL COMPANIES FUND CLASS III) | NA | 29.39% | 9.56% | 10.73% | 6.06% | 13.07% | 9.86% | 10.05% |
Data as of 02/23/2018, AR inception is 12/20/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMISX (GMO INTERNATIONAL SMALL COMPANIES FUND CLASS III) | 12/20/1991 | 02/23/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 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 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 29.39 | 9.56 | 10.73 | 6.06 | 13.07 | 9.86 | 10.05 | 4.14 | 29.70 | 2.38 | 1.77 | -6.97 | 31.45 | 23.98 | -14.54 | 21.18 | 33.45 | -42.37 | 7.64 | 27.36 | 24.66 | 27.04 | 67.44 | -1.25 | -6.70 | 2.78 | 11.00 | 8.50 | -3.54 | 9.84 | 4.91 | 4.74 | 54.95 | -7.37 | 2.45 |
| Sharpe Ratio | NA | 3.70 | 0.71 | 0.79 | 0.30 | NA | NA | 0.52 | 3.80 | 3.89 | 0.13 | 0.12 | -0.58 | 2.43 | 1.55 | -0.53 | 0.97 | 1.32 | -1.22 | 0.24 | 1.52 | 2.21 | 1.83 | 5.65 | -0.18 | -0.66 | -0.12 | 0.84 | 0.37 | -0.68 | 1.00 | 0.12 | 0.17 | 5.20 | -0.79 | 35.50 |
| Standard Deviation(%) | NA | 7.75 | 12.99 | 12.88 | 20.28 | NA | NA | 15.92 | 8.11 | 7.50 | 16.37 | 14.16 | 12.12 | 12.91 | 15.59 | 27.23 | 21.85 | 25.31 | 35.24 | 19.23 | 15.87 | 10.18 | 14.26 | 11.81 | 13.24 | 13.95 | 10.86 | 9.31 | 14.05 | 10.29 | 6.29 | 8.61 | 10.32 | 10.13 | 12.33 | 4.89 |
| Draw Down(%) | NA | 2.83 | 22.28 | 22.72 | 57.30 | NA | NA | 61.79 | 2.23 | 2.83 | 11.85 | 16.62 | 17.55 | 11.28 | 15.97 | 27.03 | 20.09 | 26.21 | 53.19 | 14.73 | 19.55 | 7.30 | 13.67 | 9.71 | 25.16 | 19.06 | 10.64 | 6.87 | 22.28 | 13.31 | 5.25 | 6.49 | 13.43 | 6.15 | 15.48 | 0.14 |
| Yield(%) | 0.00 | 41.73 | 44.56 | 31.33 | 15.40 | 23.03 | 15.16 | 16.75 | 12.50 | 31.42 | 14.33 | 2.35 | 21.04 | 7.80 | 4.54 | 4.46 | 2.42 | 2.84 | 5.18 | 30.47 | 31.45 | 39.77 | 19.44 | 5.61 | 2.83 | 3.11 | 9.02 | 4.81 | 5.41 | 14.39 | 2.08 | 2.84 | 8.92 | 2.32 | 3.96 | 0.08 |
Data as of 02/23/2018, AR inception is 12/20/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMISX (GMO INTERNATIONAL SMALL COMPANIES FUND CLASS III) |
-16.30%
Feb 2006 - Feb 2009 |
-5.77%
May 2007 - May 2012 |
2.78%
May 2007 - May 2017 |
4.58%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMISX (GMO INTERNATIONAL SMALL COMPANIES FUND CLASS III) |
45.73%
Mar 2003 - Mar 2006 |
33.44%
Oct 2002 - Oct 2007 |
16.04%
Oct 1997 - Oct 2007 |
15.36%
Oct 1992 - Oct 2007 |
Annualized Rolling Returns Comparison Chart