Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMVMX (GMO Intl Intrinsic Value M) | NA | 7.76% | 3.24% | -2.56% | NA | NA | NA | 6.42% |
Data as of 03/28/2013, AR inception is 10/03/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMVMX (GMO Intl Intrinsic Value M) | 10/03/2003 | 03/28/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.08 | 7.76 | 3.24 | -2.56 | NA | NA | NA | 6.42 | 1.79 | 14.08 | -10.58 | 7.28 | 18.23 | -38.95 | 9.59 | 24.95 | 13.92 | 24.91 | 11.73 |
| Sharpe Ratio | NA | 0.47 | 0.16 | -0.10 | NA | NA | NA | 0.23 | 0.56 | 0.84 | -0.40 | 0.33 | 0.69 | -1.03 | 0.38 | 1.53 | 1.17 | 1.85 | 5.18 |
| Standard Deviation(%) | NA | 16.55 | 21.98 | 26.88 | NA | NA | NA | 21.86 | 13.72 | 16.75 | 26.70 | 21.98 | 26.25 | 38.57 | 17.26 | 14.26 | 10.03 | 12.94 | 11.09 |
| Draw Down(%) | NA | 15.91 | 26.63 | 55.74 | NA | NA | NA | 59.13 | 4.53 | 17.02 | 25.12 | 19.95 | 28.94 | 49.96 | 11.93 | 15.85 | 6.60 | 10.32 | 2.85 |
| Yield(%) | 0.00 | 3.04 | 2.42 | 3.12 | 7.76 | 5.17 | 3.88 | 8.62 | 0.00 | 3.18 | 2.96 | 1.14 | 3.16 | 7.92 | 15.44 | 11.66 | 6.13 | 2.81 | 2.42 |
Data as of 03/28/2013, AR inception is 10/03/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMVMX (GMO Intl Intrinsic Value M) |
-14.97%
Feb 2006 - Feb 2009 |
-8.71%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMVMX (GMO Intl Intrinsic Value M) |
23.77%
May 2004 - May 2007 |
5.42%
Aug 2004 - Aug 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart