Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMOFX (GMO FOREIGN FUND CLASS III) | NA | -16.49% | -4.85% | 0.64% | -2.74% | 5.12% | 4.48% | 4.95% |
Data as of 11/10/2017, AR inception is 06/28/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOFX (GMO FOREIGN FUND CLASS III) | 06/28/1996 | 11/10/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -20.23 | -16.49 | -4.85 | 0.64 | -2.74 | 5.12 | 4.48 | 4.95 | -18.65 | 1.03 | 6.78 | -11.78 | 22.92 | 16.19 | -11.93 | 5.03 | 22.54 | -39.85 | 10.24 | 27.15 | 13.64 | 21.94 | 40.89 | -5.73 | -10.09 | -6.46 | 29.20 | 13.94 | 6.85 | 7.17 |
| Sharpe Ratio | NA | -0.70 | -0.27 | 0.03 | -0.14 | NA | NA | 0.08 | -0.84 | 0.05 | 0.45 | -0.91 | 1.64 | 1.02 | -0.45 | 0.23 | 0.85 | -1.05 | 0.43 | 1.77 | 1.15 | 1.67 | 3.44 | -0.48 | -0.91 | -0.93 | 2.33 | 0.65 | -4.17 | 1.63 |
| Standard Deviation(%) | NA | 24.24 | 19.21 | 17.13 | 22.62 | NA | NA | 18.09 | 25.84 | 16.71 | 15.13 | 12.97 | 13.95 | 15.96 | 26.45 | 21.48 | 26.36 | 38.60 | 17.03 | 13.54 | 9.94 | 12.55 | 11.69 | 14.22 | 13.84 | 11.34 | 11.12 | 16.39 | 11.56 | 6.82 |
| Draw Down(%) | NA | 26.37 | 26.37 | 26.37 | 57.64 | NA | NA | 58.57 | 26.37 | 12.67 | 11.79 | 17.33 | 10.05 | 15.76 | 25.33 | 19.55 | 27.96 | 50.51 | 11.84 | 15.42 | 6.69 | 9.79 | 12.42 | 22.40 | 23.97 | 14.32 | 9.40 | 22.36 | 12.24 | 4.30 |
| Yield(%) | 0.00 | 22.05 | 10.08 | 8.21 | 4.25 | 9.25 | 7.50 | 8.17 | 19.63 | 2.76 | 4.14 | 5.88 | 2.90 | 3.50 | 4.52 | 2.18 | 4.63 | 5.56 | 11.38 | 9.81 | 7.92 | 5.54 | 2.37 | 1.81 | 1.99 | 12.16 | 13.64 | 3.28 | 2.16 | 0.76 |
Data as of 11/10/2017, AR inception is 06/28/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOFX (GMO FOREIGN FUND CLASS III) |
-14.43%
Jun 2007 - Jun 2010 |
-7.99%
May 2007 - May 2012 |
-1.13%
Oct 2007 - Oct 2017 |
4.24%
Dec 1999 - Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOFX (GMO FOREIGN FUND CLASS III) |
31.70%
Mar 2003 - Mar 2006 |
24.26%
Oct 2002 - Oct 2007 |
12.74%
Oct 1997 - Oct 2007 |
7.67%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart