Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSMJX (GMO SGM MAJOR MARKETS FUND CLASS IV) | NA | 0.00% | 530.45% | 202.37% | NA | NA | NA | 197.31% |
Data as of 01/07/2022, AR inception is 10/28/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSMJX (GMO SGM MAJOR MARKETS FUND CLASS IV) | 10/28/2016 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 530.45 | 202.37 | NA | NA | NA | 197.31 | 0.00 | -4.96 | 0.00 | 3.09 | -2.08 | 3.96 | -9.23 |
| Sharpe Ratio | NA | -0.98 | -0.35 | -0.21 | NA | NA | NA | -0.50 | NA | -1.19 | 0.00 | 0.41 | -0.62 | 0.74 | -2.60 |
| Standard Deviation(%) | NA | 5.09 | 3.75 | 4.31 | NA | NA | NA | 5.21 | NA | 6.34 | NA | 4.09 | 5.49 | 4.55 | 16.51 |
| Draw Down(%) | NA | 4.96 | 8.07 | 8.07 | NA | NA | NA | 9.88 | NA | 4.96 | 0.00 | 4.28 | 5.60 | 2.26 | 9.88 |
| Yield(%) | 0.00 | 0.00 | 34.25 | 20.72 | 9.52 | 6.35 | 4.76 | 19.04 | 0.00 | 0.00 | 0.00 | 102.63 | 0.39 | 3.99 | 0.00 |
Data as of 01/07/2022, AR inception is 10/28/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSMJX (GMO SGM MAJOR MARKETS FUND CLASS IV) |
522.65%
Apr 2018 - Apr 2021 |
199.98%
Nov 2016 - Nov 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSMJX (GMO SGM MAJOR MARKETS FUND CLASS IV) |
534.89%
Dec 2016 - Dec 2019 |
203.12%
Dec 2016 - Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart