Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMOKX (GMO RISK PREMIUM FUND CLASS VI) | NA | 2.87% | 3.80% | 7.63% | NA | NA | NA | 5.11% |
Data as of 02/24/2021, AR inception is 11/16/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOKX (GMO RISK PREMIUM FUND CLASS VI) | 11/16/2012 | 02/24/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.87 | 3.80 | 7.63 | NA | NA | NA | 5.11 | 0.44 | 2.13 | 9.56 | -8.63 | -4.91 | 3.55 | -1.88 | -9.30 | 1.84 | 3.29 |
| Sharpe Ratio | NA | 0.11 | 0.18 | 0.49 | NA | NA | NA | 0.35 | 0.44 | 0.07 | -1.41 | -2.66 | -1.88 | -2.43 | -1.42 | -2.16 | -1.87 | -2.41 |
| Standard Deviation(%) | NA | 25.62 | 16.72 | 13.90 | NA | NA | NA | 12.87 | 6.90 | 25.73 | 9.72 | 11.36 | 12.86 | 12.56 | 14.37 | 12.90 | 8.95 | 5.03 |
| Draw Down(%) | NA | 25.87 | 27.60 | 27.60 | NA | NA | NA | 27.60 | 1.92 | 27.60 | 5.04 | 16.01 | 13.14 | 9.38 | 15.97 | 18.08 | 6.45 | 0.87 |
| Yield(%) | 0.00 | 2.07 | 2.77 | 7.13 | 4.58 | 3.06 | 2.29 | 5.73 | 0.00 | 2.06 | 5.05 | 1.40 | 17.39 | 7.83 | 8.28 | 5.92 | 0.00 | 0.00 |
Data as of 02/24/2021, AR inception is 11/16/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOKX (GMO RISK PREMIUM FUND CLASS VI) |
-2.66%
Mar 2017 - Mar 2020 |
1.83%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOKX (GMO RISK PREMIUM FUND CLASS VI) |
10.92%
Sep 2015 - Sep 2018 |
7.59%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart