Performance Comparison
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