Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMVUX (GMO US Intrinsic Value III) | NA | -6.00% | 6.22% | 12.00% | NA | NA | NA | 2.91% |
Data as of 01/21/2014, AR inception is 01/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMVUX (GMO US Intrinsic Value III) | 01/04/2005 | 01/21/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -26.38 | -6.00 | 6.22 | 12.00 | NA | NA | NA | 2.91 | -26.25 | 33.27 | 14.40 | 10.40 | 11.27 | 20.50 | -33.80 | -4.21 | 13.49 | 8.09 |
| Sharpe Ratio | NA | -0.12 | 0.16 | 0.26 | NA | NA | NA | 0.08 | -0.74 | 3.11 | 1.35 | 0.48 | 0.64 | 0.82 | -0.84 | -0.43 | 0.98 | 0.55 |
| Standard Deviation(%) | NA | 46.94 | 38.51 | 45.69 | NA | NA | NA | 23.91 | 135.44 | 10.69 | 10.71 | 21.40 | 17.44 | 24.79 | 40.97 | 16.73 | 10.40 | 10.80 |
| Draw Down(%) | NA | 26.78 | 26.78 | 26.78 | NA | NA | NA | 55.66 | 26.78 | 5.12 | 7.29 | 16.40 | 16.29 | 26.74 | 45.56 | 15.96 | 7.53 | 7.45 |
| Yield(%) | 0.00 | 7.23 | 4.50 | 4.54 | 5.28 | 3.52 | 2.64 | 5.87 | 0.00 | 7.38 | 2.64 | 1.90 | 1.27 | 1.68 | 1.67 | 19.01 | 7.24 | 15.64 |
Data as of 01/21/2014, AR inception is 01/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMVUX (GMO US Intrinsic Value III) |
-17.09%
Feb 2006 - Feb 2009 |
-4.13%
Jun 2005 - Jun 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMVUX (GMO US Intrinsic Value III) |
23.90%
Feb 2009 - Feb 2012 |
17.84%
Nov 2008 - Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart