Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GUSAX (GMO US Equity Allocation III) | NA | 17.74% | 14.89% | NA | NA | NA | NA | 18.75% |
Data as of 01/28/2014, AR inception is 09/01/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GUSAX (GMO US Equity Allocation III) | 09/01/2009 | 01/28/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.33 | 17.74 | 14.89 | NA | NA | NA | NA | 18.75 | -3.49 | 28.22 | 12.36 | 9.85 | 16.50 | 11.75 |
| Sharpe Ratio | NA | 1.79 | 1.07 | NA | NA | NA | NA | 1.19 | -3.65 | 2.89 | 1.17 | 0.52 | 1.01 | 3.31 |
| Standard Deviation(%) | NA | 9.90 | 13.83 | NA | NA | NA | NA | 14.16 | 10.74 | 9.77 | 10.62 | 18.88 | 16.20 | 11.95 |
| Draw Down(%) | NA | 4.81 | 13.28 | NA | NA | NA | NA | 14.37 | 3.61 | 4.81 | 7.71 | 13.28 | 14.37 | 3.33 |
| Yield(%) | 0.00 | 40.89 | 18.61 | 68.62 | 34.31 | 22.87 | 17.15 | 85.77 | 0.00 | 41.95 | 2.80 | 2.92 | 9.68 | 0.00 |
Data as of 01/28/2014, AR inception is 09/01/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUSAX (GMO US Equity Allocation III) |
12.87%
Dec 2009 - Dec 2012 |
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 |
|---|---|---|---|---|
| GUSAX (GMO US Equity Allocation III) |
22.31%
Jun 2010 - Jun 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart