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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
GMSIX (GMO Short-Duration Investment III) NA 1.72% 1.94% 0.89% 1.70% NA NA NA
Data as of 01/11/2013, AR inception is 12/31/1991
More Performance Analytics Comparison
Name Start Date End Date
GMSIX (GMO Short-Duration Investment III) 12/31/1991 01/11/2013
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999
Annualized Return (%) 0.00 1.72 1.94 0.89 1.70 NA NA NA 0.00 1.72 -0.16 4.70 14.30 -14.00 2.75 6.39 2.93 0.58 0.23 -9.50 -1.84 2.63 -0.52
Sharpe Ratio NA 2.75 2.50 0.11 0.13 NA NA -0.23 0.00 2.77 -0.22 5.81 8.69 -1.11 -0.32 2.46 0.42 -0.25 -0.29 -2.11 -0.94 -0.47 -1.30
Standard Deviation(%) NA 0.60 0.75 6.23 4.60 NA NA 4.37 NA 0.61 0.84 0.79 1.63 13.43 0.88 1.27 1.80 1.50 1.61 5.03 4.49 2.98 3.05
Draw Down(%) NA 0.24 1.27 20.31 20.83 NA NA 22.18 0.00 0.24 1.27 0.12 0.70 20.41 0.78 0.11 1.02 0.91 1.14 11.18 4.87 2.50 1.86
Yield(%) 0.00 0.02 0.31 1.14 2.40 NA NA NA 0.00 0.02 0.33 0.56 1.48 3.62 5.91 5.33 3.26 2.25 1.42 4.98 6.80 4.71 NA
Data as of 01/11/2013, AR inception is 12/31/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
GMSIX (GMO Short-Duration Investment III) -4.44%
Jun 2001 - Jun 2004
-2.12%
Sep 2000 - Sep 2005
-0.76%
May 1999 - May 2009
0.00%
NA
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
GMSIX (GMO Short-Duration Investment III) 6.11%
Dec 2008 - Dec 2011
2.55%
Dec 2002 - Dec 2007
1.72%
Dec 2002 - Dec 2012
0.00%
NA
Annualized Rolling Returns Comparison Chart