Performance Comparison
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