Select Page
Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
QLTI (GMO International Quality ETF) NA -32.06% -29.56% -11.46% -8.14% -10.96% -4.71% -0.37%
Data as of 11/29/2016, AR inception is 03/26/1990
More Performance Analytics Comparison
Name Start Date End Date
QLTI (GMO International Quality ETF) 03/26/1990 11/29/2016
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990
Annualized Return (%) 6.56 -32.06 -29.56 -11.46 -8.14 -10.96 -4.71 -0.37 -26.69 -33.67 -28.01 34.06 9.17 -1.77 47.78 105.81 -45.48 -47.75 33.02 -60.45 -14.69 120.98 -66.43 -9.25 -52.34 416.48 104.49 -44.72 98.77 80.00 -28.57 1.61 5.08 7.27 -15.38
Sharpe Ratio NA -1.30 -1.19 -0.85 -0.64 NA NA -0.26 -1.18 -1.32 -1.09 0.52 -0.36 -0.51 1.12 1.43 -0.92 -1.56 0.38 -2.05 -0.67 1.94 -1.49 -0.39 -0.81 6.49 1.88 -1.05 1.80 1.38 -0.63 -0.01 0.04 0.05 -0.46
Standard Deviation(%) NA 49.84 44.71 38.69 45.09 NA NA 53.91 51.32 39.46 42.61 29.60 26.64 39.57 26.06 60.90 70.35 44.88 27.98 39.76 51.12 52.44 58.00 79.64 92.75 63.64 53.69 45.73 52.48 55.36 49.76 48.58 67.16 68.83 53.59
Draw Down(%) NA 54.70 81.43 81.43 85.79 NA NA 98.24 51.85 43.86 51.29 13.95 21.10 33.69 15.94 46.79 60.78 64.62 24.43 64.81 51.52 22.24 70.41 57.38 65.08 25.58 42.63 60.09 41.67 28.30 32.81 30.86 58.33 46.05 45.83
Yield(%) 0.00 0.00 0.00 11.55 4.54 1.24 1.01 1.85 0.00 0.00 0.00 49.18 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Data as of 11/29/2016, AR inception is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
QLTI (GMO International Quality ETF) -51.09%
Jan 2000 - Jan 2003
-41.37%
Mar 2004 - Mar 2009
-23.82%
Feb 2000 - Feb 2010
-16.17%
Sep 2000 - Sep 2015
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
QLTI (GMO International Quality ETF) 105.07%
Sep 1997 - Sep 2000
95.79%
Jun 1995 - Jun 2000
34.62%
Sep 1990 - Sep 2000
7.34%
Oct 1991 - Oct 2006
Annualized Rolling Returns Comparison Chart