Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMGBX (GMO GLOBAL BOND FUND CLASS III) | NA | -8.23% | -2.45% | 0.52% | 2.80% | 5.22% | 4.77% | … | … |
Data as of 03/17/2017, Common starting date is 12/28/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMGBX (GMO GLOBAL BOND FUND CLASS III) | 12/28/1995 | 03/17/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.23 | -2.45 | 0.52 | 2.80 | 5.22 | 4.77 | … | … | 1.05 | -4.60 | -3.59 | 4.59 | -1.64 | 7.19 | 9.03 | 14.50 | 20.46 | -15.68 | 2.79 | 8.52 | -5.63 | 12.33 | 22.21 | 13.36 | -0.61 | 4.38 | -5.54 | 10.22 | 6.33 | 13.11 | 0.00 |
| Sharpe Ratio | NA | -1.05 | -0.43 | 0.08 | 0.36 | NA | NA | … | … | 0.97 | -0.61 | -0.77 | 1.07 | -0.26 | 1.73 | 1.72 | 2.17 | 2.55 | -1.58 | -0.05 | 0.98 | -1.21 | 1.26 | 2.44 | 1.53 | -0.39 | 0.05 | -1.62 | 1.14 | -9.15 | 1.90 | NA |
| Standard Deviation(%) | NA | 8.08 | 6.01 | 5.81 | 6.68 | NA | NA | … | … | 4.95 | 7.91 | 4.68 | 4.29 | 6.39 | 4.16 | 5.24 | 6.64 | 7.99 | 10.46 | 4.96 | 5.37 | 6.45 | 9.05 | 8.82 | 8.01 | 7.66 | 7.05 | 5.41 | 6.06 | 5.32 | 5.00 | 0.00 |
| Draw Down(%) | NA | 14.68 | 14.68 | 14.68 | 26.52 | NA | NA | … | … | 1.11 | 14.68 | 7.07 | 3.70 | 7.38 | 3.06 | 3.19 | 6.68 | 5.00 | 24.88 | 5.14 | 3.46 | 6.64 | 7.74 | 7.35 | 7.38 | 7.07 | 6.30 | 9.34 | 3.97 | 5.09 | 4.05 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.04 | 0.38 | 3.42 | 5.58 | 5.12 | … | … | 0.00 | 0.00 | 0.00 | 0.12 | 0.25 | 1.53 | 5.97 | 9.08 | 7.86 | 6.03 | 8.51 | 4.36 | 2.02 | 5.32 | 22.92 | 18.12 | 5.68 | 0.00 | 2.49 | 5.73 | 9.94 | 9.21 | 0.00 |
Data as of 03/17/2017, Common starting date is 12/28/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMGBX (GMO GLOBAL BOND FUND CLASS III) |
-3.51%
Feb 2006 – Feb 2009 |
-1.20%
Feb 2004 – Feb 2009 |
2.83%
Dec 2006 – Dec 2016 |
5.09%
Dec 2001 – Dec 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMGBX (GMO GLOBAL BOND FUND CLASS III) |
16.74%
Feb 2009 – Feb 2012 |
11.43%
Feb 2009 – Feb 2014 |
7.93%
Jan 2002 – Jan 2012 |
6.64%
Apr 1996 – Apr 2011 |
Annualized Rolling Returns Comparison Chart