Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMOZX (GMO High Yield I) | 5.35% | 8.91% | NA | NA | NA | NA | NA | 21.02% |
Data as of 07/18/2025, AR inception is 09/06/2023
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOZX (GMO High Yield I) | 09/06/2023 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.29 | 8.91 | NA | NA | NA | NA | NA | 21.02 | 5.35 | 7.71 | 6.65 |
| Sharpe Ratio | NA | 1.34 | NA | NA | NA | NA | NA | 1.56 | 1.37 | 1.10 | 2.97 |
| Standard Deviation(%) | NA | 4.29 | NA | NA | NA | NA | NA | 4.68 | 5.18 | 3.71 | 6.29 |
| Draw Down(%) | NA | 3.65 | NA | NA | NA | NA | NA | 3.65 | 3.65 | 2.17 | 3.38 |
| Yield(%) | 0.00 | 7.57 | 6.10 | 3.66 | 1.83 | 1.22 | 0.91 | 18.30 | 0.00 | 13.65 | 4.42 |
Data as of 07/18/2025, AR inception is 09/06/2023
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOZX (GMO High Yield I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOZX (GMO High Yield I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart