Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMRTX (GMO U.S. EQUITY ALLOCATION FUND CLASS IV) | NA | 0.00% | 3.77% | 3.89% | 8.22% | 5.56% | 5.29% | 5.54% |
Data as of 01/07/2022, AR inception is 03/31/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMRTX (GMO U.S. EQUITY ALLOCATION FUND CLASS IV) | 03/31/1998 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 3.77 | 3.89 | 8.22 | 5.56 | 5.29 | 5.54 | 0.00 | 0.00 | 0.00 | 13.57 | -9.72 | 18.43 | 13.75 | 0.67 | 9.42 | 29.57 | 12.88 | 8.12 | 8.49 | 21.34 | -30.24 | 1.56 | 9.66 | 3.47 | 9.87 | 26.60 | -19.57 | -7.66 | 0.38 | 18.62 | 10.29 |
| Sharpe Ratio | NA | 0.00 | 1.44 | 0.35 | 0.74 | NA | NA | 0.25 | NA | 0.00 | 0.00 | 2.18 | -0.64 | 2.37 | 1.02 | 0.04 | 0.88 | 2.90 | 1.19 | 0.41 | 0.52 | 0.98 | -0.83 | -0.10 | 0.60 | 0.12 | 0.79 | 1.55 | -0.83 | -0.57 | -0.16 | 0.93 | 0.52 |
| Standard Deviation(%) | NA | 0.95 | 2.24 | 8.75 | 10.60 | NA | NA | 16.58 | NA | NA | NA | 5.59 | 17.21 | 7.54 | 13.27 | 15.14 | 10.66 | 10.18 | 10.91 | 19.60 | 16.11 | 21.59 | 37.58 | 15.33 | 10.56 | 10.76 | 11.28 | 16.71 | 24.80 | 17.76 | 22.46 | 16.53 | 20.37 |
| Draw Down(%) | NA | 0.00 | 1.30 | 20.69 | 20.69 | NA | NA | 48.20 | NA | 0.00 | 0.00 | 2.42 | 20.69 | 3.52 | 10.17 | 12.66 | 6.73 | 4.84 | 7.89 | 14.39 | 15.15 | 23.34 | 41.71 | 10.38 | 8.67 | 7.69 | 8.92 | 14.57 | 32.69 | 23.03 | 12.24 | 12.29 | 18.95 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 5.86 | 8.99 | 6.19 | 5.74 | 5.67 | 0.00 | 0.00 | 0.00 | 0.00 | 16.36 | 11.84 | 12.53 | 11.60 | 15.32 | 2.14 | 2.31 | 2.06 | 1.31 | 1.97 | 1.47 | 12.47 | 4.16 | 4.05 | 1.43 | 1.48 | 1.18 | 1.33 | 17.04 | 24.19 | 20.25 |
Data as of 01/07/2022, AR inception is 03/31/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMRTX (GMO U.S. EQUITY ALLOCATION FUND CLASS IV) |
-14.02%
Feb 2006 - Feb 2009 |
-6.42%
Feb 2004 - Feb 2009 |
-1.80%
Feb 1999 - Feb 2009 |
3.48%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMRTX (GMO U.S. EQUITY ALLOCATION FUND CLASS IV) |
21.70%
Feb 2009 - Feb 2012 |
19.90%
Feb 2009 - Feb 2014 |
14.18%
Feb 2009 - Feb 2019 |
9.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart