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GMOFX: GMO FOREIGN FUND CLASS III (MUTUAL FUND)
Basic Info
| Asset Class: | Foreign Large Value |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 06/28/1996 |
| Last Dividend Date: | 08/03/2017 |
| 12-Mo. Yield | 22.05% |
| Expenses | 0.75% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/28/1996 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 0.0 | -9.0 | -4.9 | 0.8 | 5.0 | 4.5 | 4.9 | -18.7 | 1.0 | 6.8 | -11.8 | 22.9 | 16.2 | -11.9 | 5.0 | 22.5 | -39.8 | 10.2 | 27.2 | 13.6 | 21.9 | 40.9 | -5.7 | -10.1 | -6.5 | 29.2 | 13.9 | 6.8 | 7.2 |
| Sharpe Ratio | NA | -0.7 | -0.27 | 0.03 | -0.14 | NA | NA | 0.08 | -0.84 | 0.05 | 0.45 | -0.91 | 1.64 | 1.02 | -0.45 | 0.23 | 0.85 | -1.05 | 0.43 | 1.77 | 1.15 | 1.67 | 3.44 | -0.48 | -0.91 | -0.93 | 2.33 | 0.65 | -4.17 | 1.63 |
| Draw Down(%) | NA | 26.4 | 26.4 | 26.4 | 57.6 | NA | NA | 58.6 | 26.4 | 12.7 | 11.8 | 17.3 | 10.0 | 15.8 | 25.3 | 19.5 | 28.0 | 50.5 | 11.8 | 15.4 | 6.7 | 9.8 | 12.4 | 22.4 | 24.0 | 14.3 | 9.4 | 22.4 | 12.2 | 4.3 |
| Standard Deviation(%) | NA | 24.2 | 19.2 | 17.1 | 22.6 | NA | NA | 18.1 | 25.8 | 16.7 | 15.1 | 13.0 | 14.0 | 16.0 | 26.5 | 21.5 | 26.4 | 38.6 | 17.0 | 13.5 | 9.9 | 12.6 | 11.7 | 14.2 | 13.8 | 11.3 | 11.1 | 16.4 | 11.6 | 6.8 |
| Treynor Ratio | NA | -0.18 | -0.06 | 0.0 | -0.03 | NA | NA | 0.02 | -0.22 | 0.01 | 0.07 | -0.11 | 0.22 | 0.18 | -0.12 | 0.05 | 0.25 | -0.45 | 0.08 | 0.27 | 0.14 | 0.24 | 0.56 | -0.11 | -0.22 | -0.14 | 0.31 | 0.14 | -0.61 | 0.14 |
| Alpha | NA | -0.15 | -0.03 | -0.03 | -0.02 | NA | NA | 0.0 | -0.18 | -0.01 | 0.05 | -0.02 | 0.0 | -0.01 | 0.01 | -0.01 | -0.02 | -0.01 | -0.01 | 0.01 | -0.01 | 0.02 | 0.03 | 0.01 | -0.01 | -0.01 | 0.03 | -0.01 | 0.0 | 0.03 |
| Beta | NA | 0.94 | 0.9 | 0.95 | 0.93 | NA | NA | 0.87 | 0.98 | 0.89 | 0.91 | 1.09 | 1.04 | 0.91 | 0.98 | 0.99 | 0.89 | 0.91 | 0.9 | 0.9 | 0.84 | 0.87 | 0.72 | 0.62 | 0.58 | 0.78 | 0.84 | 0.77 | 0.79 | 0.77 |
| RSquared | NA | 0.11 | 0.52 | 0.62 | 0.88 | NA | NA | 0.85 | 0.1 | 0.92 | 0.9 | 0.89 | 0.94 | 0.93 | 0.99 | 0.98 | 0.97 | 0.98 | 0.98 | 0.92 | 0.81 | 0.77 | 0.88 | 0.74 | 0.67 | 0.69 | 0.78 | 0.86 | 0.88 | 0.7 |
| Yield(%) | N/A | 22.0 | 10.1 | 8.2 | 4.3 | 9.2 | 7.5 | N/A | 19.6 | 2.8 | 4.1 | 5.9 | 2.9 | 3.5 | 4.5 | 2.2 | 4.6 | 5.6 | 11.4 | 9.8 | 7.9 | 5.5 | 2.4 | 1.8 | 2.0 | 12.2 | 13.6 | 3.3 | 2.2 | 0.8 |
| Dividend Growth(%) | N/A | 415.5 | 201.0 | 13.8 | -4.7 | N/A | N/A | N/A | 619.1 | -32.6 | -41.2 | 134.3 | -7.7 | -33.9 | 109.8 | -44.3 | -52.8 | -52.2 | 32.0 | 35.3 | 63.6 | 222.4 | 21.9 | -19.7 | -86.8 | 0.6 | 367.8 | 60.5 | 200.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/28/1996
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