Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMWMX (GMO US Growth M) | NA | 3.17% | 12.40% | 5.11% | 6.08% | NA | NA | 5.77% |
Data as of 02/01/2013, AR inception is 09/12/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMWMX (GMO US Growth M) | 09/12/2002 | 02/01/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.13 | 3.17 | 12.40 | 5.11 | 6.08 | NA | NA | 5.77 | -4.09 | 12.61 | 12.50 | 13.25 | 24.71 | -31.12 | 5.59 | 2.03 | 4.05 | 4.80 | 28.22 | -1.56 |
| Sharpe Ratio | NA | 0.20 | 0.73 | 0.22 | 0.26 | NA | NA | 0.23 | -1.24 | 1.01 | 0.63 | 0.90 | 1.21 | -0.88 | 0.17 | -0.11 | 0.17 | 0.30 | 1.61 | -0.23 |
| Standard Deviation(%) | NA | 15.76 | 16.82 | 22.75 | 18.94 | NA | NA | 19.00 | 30.68 | 12.60 | 19.70 | 14.66 | 20.34 | 36.24 | 15.45 | 11.87 | 11.40 | 12.71 | 17.08 | 25.96 |
| Draw Down(%) | NA | 11.15 | 13.47 | 41.44 | 46.10 | NA | NA | 46.10 | 8.26 | 8.97 | 13.47 | 13.12 | 20.79 | 41.30 | 9.76 | 12.55 | 7.60 | 12.82 | 11.39 | 13.20 |
| Yield(%) | 0.00 | 12.95 | 6.56 | 3.87 | 4.90 | 3.19 | 2.39 | 4.78 | 0.00 | 13.42 | 1.31 | 0.61 | 1.46 | 0.83 | 6.37 | 2.29 | 5.75 | 4.74 | 3.06 | 0.36 |
Data as of 02/01/2013, AR inception is 09/12/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMWMX (GMO US Growth M) |
-13.96%
Feb 2006 - Feb 2009 |
-7.55%
Feb 2004 - Feb 2009 |
6.10%
Jan 2003 - Jan 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMWMX (GMO US Growth M) |
26.44%
Feb 2009 - Feb 2012 |
9.36%
Oct 2002 - Oct 2007 |
6.64%
Oct 2002 - Oct 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart