Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GQLFX (GMO QUALITY FUND CLASS V) | NA | 0.00% | 3.31% | 7.12% | 10.11% | 7.62% | NA | 7.63% |
Data as of 01/07/2022, AR inception is 12/20/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GQLFX (GMO QUALITY FUND CLASS V) | 12/20/2006 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 3.31 | 7.12 | 10.11 | 7.62 | NA | 7.63 | 0.00 | 0.00 | 0.00 | 10.14 | 0.51 | 29.12 | 9.81 | 1.60 | 12.59 | 27.17 | 15.77 | 11.84 | 5.15 | 19.92 | -24.07 | 6.07 | 0.31 |
| Sharpe Ratio | NA | 0.00 | 1.19 | 0.77 | 0.97 | NA | NA | 0.50 | NA | 0.00 | 0.00 | 1.51 | -0.05 | 4.24 | 0.82 | 0.11 | 1.24 | 2.80 | 1.48 | 0.66 | 0.37 | 1.08 | -0.78 | 0.23 | 1.64 |
| Standard Deviation(%) | NA | 0.68 | 2.33 | 8.32 | 9.97 | NA | NA | 14.26 | NA | NA | NA | 5.79 | 16.36 | 6.75 | 11.71 | 14.19 | 10.12 | 9.69 | 10.74 | 17.96 | 13.61 | 18.44 | 32.06 | 13.52 | 6.34 |
| Draw Down(%) | NA | 0.00 | 1.13 | 16.89 | 16.89 | NA | NA | 39.95 | NA | 0.00 | 0.00 | 2.99 | 16.89 | 2.15 | 6.76 | 11.08 | 6.17 | 5.04 | 7.80 | 12.02 | 13.76 | 21.17 | 33.34 | 8.36 | 0.61 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 6.17 | 10.05 | 7.56 | 5.67 | 7.56 | 0.00 | 0.00 | 0.00 | 0.00 | 17.96 | 9.65 | 3.92 | 14.98 | 22.06 | 14.49 | 13.85 | 2.07 | 1.50 | 2.06 | 2.15 | 4.20 | 1.02 |
Data as of 01/07/2022, AR inception is 12/20/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQLFX (GMO QUALITY FUND CLASS V) |
-6.43%
Jun 2007 - Jun 2010 |
1.93%
May 2007 - May 2012 |
7.70%
Jan 2007 - Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQLFX (GMO QUALITY FUND CLASS V) |
20.47%
Feb 2009 - Feb 2012 |
19.52%
Feb 2009 - Feb 2014 |
15.84%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart