Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GQLIX (GMO Quality Fund) | 5.42% | 9.49% | 17.15% | 15.61% | NA | NA | NA | 18.21% |
Data as of 07/25/2025, AR inception is 09/30/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GQLIX (GMO Quality Fund) | 09/30/2019 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.00 | 9.49 | 17.15 | 15.61 | NA | NA | NA | 18.21 | 5.42 | 18.80 | 29.86 | -15.37 | 30.17 | 16.92 | 10.19 |
| Sharpe Ratio | NA | 0.24 | 0.94 | 0.83 | NA | NA | NA | 0.68 | 0.26 | 1.36 | 2.11 | -0.74 | 2.28 | 0.51 | 4.70 |
| Standard Deviation(%) | NA | 16.77 | 15.48 | 16.26 | NA | NA | NA | 19.87 | 19.84 | 11.19 | 12.52 | 22.86 | 13.25 | 32.69 | 9.66 |
| Draw Down(%) | NA | 15.57 | 16.27 | 24.27 | NA | NA | NA | 30.47 | 15.57 | 6.53 | 8.73 | 24.27 | 5.14 | 30.47 | 2.62 |
| Yield(%) | 0.00 | 4.63 | 6.32 | 8.75 | 5.48 | 3.65 | 2.74 | 10.96 | 0.00 | 5.54 | 5.26 | 8.90 | 10.93 | 12.79 | 7.12 |
Data as of 07/25/2025, AR inception is 09/30/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQLIX (GMO Quality Fund) |
8.80%
Dec 2019 - Dec 2022 |
14.72%
Dec 2019 - Dec 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQLIX (GMO Quality Fund) |
19.32%
Jun 2022 - Jun 2025 |
18.68%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart