Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GSMFX (GMO SGM MAJOR MARKETS FUND CLASS III) | NA | -259,038.32% | nan% | nan% | NA | NA | NA | nan% |
Data as of 10/26/2023, AR inception is 12/15/2015
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GSMFX (GMO SGM MAJOR MARKETS FUND CLASS III) | 12/15/2015 | 10/26/2023 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -259,038.32 | nan | nan | NA | NA | NA | nan | 3.85 | 3.54 | -4.82 | 7.47 | 1.93 | -2.13 | 3.88 | 4.07 | 0.24 |
Sharpe Ratio | NA | 1.18 | 0.01 | 0.16 | NA | NA | NA | 0.19 | 0.08 | 0.33 | -0.85 | 1.07 | 0.09 | -0.63 | 0.72 | 0.56 | 2.13 |
Standard Deviation(%) | NA | 6.68 | 6.22 | 6.17 | NA | NA | NA | 5.99 | 6.42 | 6.56 | 5.68 | 6.71 | 5.49 | 5.46 | 4.57 | 6.91 | 2.63 |
Draw Down(%) | NA | 4.51 | 10.02 | 10.02 | NA | NA | NA | 10.02 | 4.51 | 8.53 | 7.97 | 3.32 | 7.00 | 5.64 | 2.26 | 6.35 | 0.30 |
Yield(%) | 0.00 | 111.16 | 34.45 | 22.03 | 11.57 | 7.71 | 5.78 | 16.52 | 102.60 | 6.04 | 7.26 | 2.46 | 1.54 | 0.36 | 3.98 | 6.77 | 0.00 |
Data as of 10/26/2023, AR inception is 12/15/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GSMFX (GMO SGM MAJOR MARKETS FUND CLASS III) |
-0.77%
Apr 2019 - Apr 2022 |
-0.72%
Oct 2017 - Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GSMFX (GMO SGM MAJOR MARKETS FUND CLASS III) |
3.52%
May 2016 - May 2019 |
2.86%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart