Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSOFX (GMO SPECIAL OPPORTUNITIES FUND CLASS VI) | NA | 190.88% | 50.62% | 39.18% | NA | NA | NA | 30.40% |
Data as of 02/24/2021, AR inception is 07/29/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSOFX (GMO SPECIAL OPPORTUNITIES FUND CLASS VI) | 07/29/2014 | 02/24/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 190.88 | 50.62 | 39.18 | NA | NA | NA | 30.40 | 6.02 | 193.71 | 25.68 | -9.00 | 32.24 | 4.60 | 2.24 | -2.38 |
| Sharpe Ratio | NA | 3.12 | 1.27 | 1.23 | NA | NA | NA | 0.97 | 4.45 | 3.11 | 1.11 | -0.59 | 3.45 | 0.39 | 0.24 | -0.78 |
| Standard Deviation(%) | NA | 61.25 | 39.26 | 31.16 | NA | NA | NA | 27.57 | 11.37 | 61.90 | 21.79 | 17.54 | 9.20 | 11.36 | 9.11 | 7.03 |
| Draw Down(%) | NA | 51.71 | 54.36 | 54.36 | NA | NA | NA | 54.36 | 0.98 | 54.36 | 12.49 | 23.16 | 4.44 | 9.56 | 8.20 | 8.12 |
| Yield(%) | 0.00 | 128.63 | 44.68 | 39.53 | 18.41 | 12.27 | 9.20 | 30.68 | 0.00 | 135.15 | 16.52 | 30.26 | 8.31 | 3.62 | 2.36 | 0.06 |
Data as of 02/24/2021, AR inception is 07/29/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSOFX (GMO SPECIAL OPPORTUNITIES FUND CLASS VI) |
1.87%
Mar 2017 - Mar 2020 |
2.82%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSOFX (GMO SPECIAL OPPORTUNITIES FUND CLASS VI) |
50.00%
Jan 2018 - Jan 2021 |
39.29%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart