Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSMHX (GMO SGM MAJOR MARKETS FUND CLASS VI) | NA | -212,319.13% | 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 |
|---|---|---|
| GSMHX (GMO SGM MAJOR MARKETS FUND CLASS VI) | 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 | -212,319.13 | nan | nan | NA | NA | NA | nan | 3.92 | 3.67 | -4.75 | 7.58 | 2.85 | -2.02 | 3.99 | 4.16 | 0.24 |
| Sharpe Ratio | NA | 1.20 | 0.02 | 0.20 | NA | NA | NA | 0.22 | 0.09 | 0.35 | -0.85 | 1.09 | 0.26 | -0.61 | 0.74 | 0.57 | 2.35 |
| Standard Deviation(%) | NA | 6.64 | 6.20 | 6.18 | NA | NA | NA | 6.00 | 6.37 | 6.56 | 5.64 | 6.74 | 5.60 | 5.47 | 4.58 | 6.92 | 2.38 |
| Draw Down(%) | NA | 4.50 | 9.90 | 9.90 | NA | NA | NA | 9.90 | 4.50 | 8.48 | 7.90 | 3.32 | 6.96 | 5.57 | 2.26 | 6.32 | 0.27 |
| Yield(%) | 0.00 | 111.24 | 34.52 | 22.29 | 11.72 | 7.81 | 5.86 | 16.74 | 102.66 | 6.46 | 7.32 | 2.47 | 2.51 | 0.42 | 3.99 | 7.22 | 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 |
|---|---|---|---|---|
| GSMHX (GMO SGM MAJOR MARKETS FUND CLASS VI) |
-0.69%
Apr 2019 - Apr 2022 |
-0.46%
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 |
|---|---|---|---|---|
| GSMHX (GMO SGM MAJOR MARKETS FUND CLASS VI) |
3.91%
May 2016 - May 2019 |
3.13%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart