Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMOTX (GMO TAIWAN FUND CLASS III) | NA | 15.03% | 2.62% | 5.49% | -0.44% | NA | NA | 1.91% |
Data as of 11/10/2017, AR inception is 12/22/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOTX (GMO TAIWAN FUND CLASS III) | 12/22/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.03 | 2.62 | 5.49 | -0.44 | NA | NA | 1.91 | 15.34 | 14.56 | -16.52 | 5.29 | 6.17 | 11.62 | -13.54 | 23.55 | 71.17 | -46.65 | -27.34 | 14.06 | 10.74 | 3.49 | 0.27 |
| Sharpe Ratio | NA | 1.57 | 0.15 | 0.37 | -0.03 | NA | NA | 0.04 | 1.98 | 0.86 | -0.89 | 0.40 | 0.49 | 0.70 | -0.56 | 1.19 | 2.47 | -1.11 | -0.79 | 0.56 | 0.56 | 0.09 | 1.00 |
| Standard Deviation(%) | NA | 9.20 | 15.34 | 14.43 | 24.49 | NA | NA | 23.76 | 8.76 | 16.59 | 18.62 | 13.35 | 12.42 | 16.62 | 24.29 | 19.72 | 28.83 | 42.76 | 38.42 | 19.27 | 15.26 | 28.41 | 11.60 |
| Draw Down(%) | NA | 5.11 | 31.46 | 32.90 | 69.05 | NA | NA | 72.43 | 5.11 | 11.74 | 31.46 | 12.65 | 7.83 | 14.56 | 25.20 | 19.05 | 13.71 | 59.86 | 40.57 | 22.81 | 13.12 | 31.63 | 1.04 |
| Yield(%) | 0.00 | 6.40 | 4.80 | 3.91 | 2.41 | 2.36 | 1.77 | 2.72 | 4.01 | 3.40 | 6.44 | 2.96 | 0.98 | 3.40 | 7.92 | 0.80 | 2.10 | 1.37 | 3.00 | 1.66 | 2.28 | 0.00 | 0.08 |
Data as of 11/10/2017, AR inception is 12/22/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOTX (GMO TAIWAN FUND CLASS III) |
-27.31%
Jan 2006 - Jan 2009 |
-16.37%
Feb 2004 - Feb 2009 |
-2.58%
Jan 2006 - Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOTX (GMO TAIWAN FUND CLASS III) |
30.19%
Feb 2009 - Feb 2012 |
18.40%
Jan 2009 - Jan 2014 |
3.54%
Jul 2004 - Jul 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart