Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMHBX (GMO CURRENCY HEDGED INTERNATIONAL BOND FUND CLASS III) | NA | 3.09% | 3.57% | 5.07% | 5.44% | 5.25% | 5.58% | … | … |
Data as of 11/10/2017, Common starting date is 12/22/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMHBX (GMO CURRENCY HEDGED INTERNATIONAL BOND FUND CLASS III) | 12/22/1994 | 11/10/2017 |
| 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 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.09 | 3.57 | 5.07 | 5.44 | 5.25 | 5.58 | … | … | 2.33 | 4.80 | 0.55 | 16.60 | 0.14 | 11.34 | 8.24 | 12.27 | 18.00 | -13.58 | -4.00 | 2.45 | 7.25 | 8.91 | 8.79 | 3.00 | 6.34 | 12.54 | 2.66 | 5.67 | 15.78 | 23.91 | 27.74 | -0.54 |
| Sharpe Ratio | NA | 0.77 | 0.78 | 1.23 | 1.13 | NA | NA | … | … | 0.70 | 1.12 | 0.10 | 5.54 | 0.03 | 3.04 | 1.92 | 2.94 | 3.01 | -2.23 | -2.00 | -0.25 | 1.49 | 1.89 | 2.00 | 0.45 | 1.09 | 2.64 | -0.15 | 0.56 | -8.88 | 3.78 | 3.51 | NA |
| Standard Deviation(%) | NA | 3.31 | 4.29 | 3.98 | 4.58 | NA | NA | … | … | 3.00 | 4.08 | 5.37 | 2.99 | 3.97 | 3.75 | 4.26 | 4.14 | 5.95 | 6.49 | 3.52 | 3.38 | 3.40 | 4.21 | 4.05 | 4.18 | 3.76 | 3.22 | 3.72 | 4.17 | 4.42 | 5.35 | 6.82 | NA |
| Draw Down(%) | NA | 2.40 | 8.54 | 8.54 | 17.59 | NA | NA | … | … | 2.40 | 4.95 | 8.54 | 0.93 | 6.88 | 1.87 | 2.30 | 4.03 | 2.30 | 17.59 | 5.36 | 3.19 | 1.73 | 3.56 | 4.22 | 5.80 | 2.41 | 1.62 | 4.89 | 3.61 | 3.00 | 3.84 | 3.59 | NA |
| Yield(%) | 0.00 | 4.85 | 9.13 | 7.08 | 6.04 | 5.63 | 5.73 | … | … | 1.55 | 10.38 | 8.94 | 5.73 | 1.40 | 4.58 | 8.13 | 5.85 | 6.50 | 6.44 | 1.46 | 1.68 | 11.76 | 1.69 | 5.88 | 6.67 | 13.42 | 10.66 | 11.73 | 5.14 | 26.43 | 13.69 | 17.74 | 1.57 |
Data as of 11/10/2017, Common starting date is 12/22/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMHBX (GMO CURRENCY HEDGED INTERNATIONAL BOND FUND CLASS III) |
-5.27%
Dec 2005 – Dec 2008 |
-0.55%
Feb 2004 – Feb 2009 |
3.07%
Jan 1999 – Jan 2009 |
5.05%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMHBX (GMO CURRENCY HEDGED INTERNATIONAL BOND FUND CLASS III) |
22.56%
Mar 1995 – Mar 1998 |
14.73%
Mar 1995 – Mar 2000 |
11.30%
Jan 1995 – Jan 2005 |
8.06%
Mar 1995 – Mar 2010 |
Annualized Rolling Returns Comparison Chart