Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMO (General Moly Inc) | NA | -93.48% | -65.16% | -40.51% | -44.61% | -28.92% | NA | -25.52% |
Data as of 01/22/2021, AR inception is 02/17/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMO (General Moly Inc) | 02/17/2005 | 01/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.40 | -93.48 | -65.16 | -40.51 | -44.61 | -28.92 | NA | -25.52 | -47.83 | -86.96 | 4.55 | -33.33 | 32.00 | 25.00 | -64.91 | -57.46 | -66.58 | 29.77 | -52.31 | 211.54 | 76.27 | -89.89 | 299.66 | 153.91 | -11.54 |
| Sharpe Ratio | NA | -0.41 | -0.44 | -0.32 | -0.42 | NA | NA | -0.24 | -0.20 | -0.44 | -0.17 | -0.77 | 0.14 | -0.10 | -0.88 | -0.80 | -1.42 | 0.22 | -0.93 | 2.33 | 0.56 | -1.06 | 3.32 | 1.49 | -0.38 |
| Standard Deviation(%) | NA | 227.47 | 151.71 | 130.31 | 107.77 | NA | NA | 102.75 | 508.71 | 196.35 | 108.78 | 71.52 | 90.35 | 94.58 | 94.50 | 94.82 | 60.12 | 52.57 | 75.85 | 82.84 | 102.63 | 102.87 | 84.21 | 88.61 | 99.41 |
| Draw Down(%) | NA | 96.77 | 97.73 | 98.53 | 99.83 | NA | NA | 99.92 | 71.43 | 92.74 | 59.52 | 63.64 | 58.82 | 50.00 | 77.65 | 80.28 | 74.94 | 39.22 | 63.65 | 32.56 | 54.93 | 93.59 | 38.89 | 52.00 | 52.78 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/22/2021, AR inception is 02/17/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMO (General Moly Inc) |
-63.19%
Dec 2012 - Dec 2015 |
-50.12%
Dec 2010 - Dec 2015 |
-41.58%
Dec 2010 - Dec 2020 |
-22.59%
Oct 2005 - Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMO (General Moly Inc) |
102.92%
Jul 2005 - Jul 2008 |
41.31%
Dec 2005 - Dec 2010 |
-3.26%
Apr 2005 - Apr 2015 |
-8.96%
Jul 2005 - Jul 2020 |
Annualized Rolling Returns Comparison Chart