Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GSMKX (GMO SGM Major Markets Fund Class I) | NA | -138,651.42% | nan% | NA | NA | NA | NA | … | … |
Data as of 10/26/2023, Common starting date is 09/24/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSMKX (GMO SGM Major Markets Fund Class I) | 09/24/2020 | 10/26/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -138,651.42 | nan | NA | NA | NA | NA | … | … | 3.75 | 3.44 | -4.95 | 4.02 |
| Sharpe Ratio | NA | 1.17 | -0.01 | NA | NA | NA | NA | … | … | 0.06 | 0.31 | -0.87 | 2.78 |
| Standard Deviation(%) | NA | 6.64 | 6.22 | NA | NA | NA | NA | … | … | 6.36 | 6.57 | 5.72 | 5.63 |
| Draw Down(%) | NA | 4.65 | 10.24 | NA | NA | NA | NA | … | … | 4.65 | 8.64 | 8.13 | 1.61 |
| Yield(%) | 0.00 | 111.06 | 34.35 | 20.89 | 10.44 | 6.96 | 5.22 | … | … | 102.49 | 5.89 | 7.30 | 2.30 |
Data as of 10/26/2023, Common starting date is 09/24/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSMKX (GMO SGM Major Markets Fund Class I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSMKX (GMO SGM Major Markets Fund Class I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart