Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMRPX (GMO RISK PREMIUM FUND CLASS III) | NA | 2.73% | 3.69% | 7.51% | NA | NA | NA | 4.62% |
Data as of 02/24/2021, AR inception is 12/27/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMRPX (GMO RISK PREMIUM FUND CLASS III) | 12/27/2012 | 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 | 2.73 | 3.69 | 7.51 | NA | NA | NA | 4.62 | 0.43 | 2.00 | 11.16 | -8.67 | -4.96 | 3.42 | -1.99 | -9.40 | 1.74 | 0.29 |
| Sharpe Ratio | NA | 0.10 | 0.18 | 0.49 | NA | NA | NA | 0.31 | 0.44 | 0.07 | -1.32 | -2.67 | -1.89 | -2.44 | -1.42 | -2.16 | -1.89 | 2.13 |
| Standard Deviation(%) | NA | 25.68 | 16.75 | 13.92 | NA | NA | NA | 12.96 | 6.89 | 25.80 | 9.19 | 11.33 | 12.88 | 12.56 | 14.42 | 12.94 | 8.87 | 20.73 |
| Draw Down(%) | NA | 25.92 | 27.65 | 27.65 | NA | NA | NA | 27.65 | 1.90 | 27.65 | 5.07 | 15.99 | 13.17 | 9.41 | 16.01 | 18.18 | 6.54 | 0.78 |
| Yield(%) | 0.00 | 2.01 | 2.20 | 6.78 | 4.29 | 2.86 | 2.14 | 5.36 | 0.00 | 1.99 | 3.36 | 1.32 | 17.36 | 7.87 | 8.31 | 5.92 | 0.00 | 0.00 |
Data as of 02/24/2021, AR inception is 12/27/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMRPX (GMO RISK PREMIUM FUND CLASS III) |
-2.78%
Mar 2017 - Mar 2020 |
1.71%
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 |
|---|---|---|---|---|
| GMRPX (GMO RISK PREMIUM FUND CLASS III) |
10.79%
Sep 2015 - Sep 2018 |
7.48%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart