Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMICX (GMO INTERNATIONAL EQUITY FUND CLASS II) | NA | 4.50% | 2.86% | 6.98% | 3.16% | 6.12% | 4.74% | … | … |
Data as of 01/26/2024, Common starting date is 09/26/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMICX (GMO INTERNATIONAL EQUITY FUND CLASS II) | 09/26/1996 | 01/26/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.18 | 4.50 | 2.86 | 6.98 | 3.16 | 6.12 | 4.74 | … | … | -0.18 | 12.24 | -10.42 | 12.07 | 7.39 | 24.49 | -20.62 | 24.97 | 1.59 | -5.61 | -6.47 | 24.51 | 14.31 | -10.37 | 7.68 | 18.61 | -38.92 | 9.92 | 25.29 | 14.12 | 25.21 | 43.39 | -0.70 | -12.19 | -1.42 | 14.48 | 13.48 | 0.90 | 5.71 |
| Sharpe Ratio | NA | 0.02 | 0.06 | 0.29 | 0.13 | NA | NA | … | … | -9.18 | 0.83 | -0.59 | 0.91 | 0.24 | 1.96 | -1.50 | 3.24 | 0.08 | -0.33 | -0.51 | 1.77 | 0.86 | -0.39 | 0.35 | 0.70 | -1.03 | 0.40 | 1.55 | 1.19 | 1.88 | 3.48 | -0.12 | -1.05 | -0.49 | 1.03 | 0.57 | -0.23 | 2.95 |
| Standard Deviation(%) | NA | 10.24 | 15.13 | 18.58 | 16.60 | NA | NA | … | … | 0.67 | 11.25 | 20.18 | 13.25 | 30.17 | 11.77 | 14.65 | 7.55 | 17.33 | 16.88 | 12.81 | 13.84 | 16.78 | 26.66 | 22.00 | 26.27 | 38.60 | 17.23 | 14.29 | 10.06 | 12.92 | 12.26 | 14.73 | 14.10 | 11.31 | 10.95 | 17.69 | 11.51 | 6.85 |
| Draw Down(%) | NA | 6.52 | 28.75 | 35.56 | 40.24 | NA | NA | … | … | 0.18 | 6.52 | 27.42 | 10.51 | 35.56 | 9.61 | 29.18 | 2.78 | 12.53 | 19.12 | 17.32 | 9.68 | 16.96 | 25.02 | 19.78 | 28.95 | 49.91 | 11.86 | 15.85 | 6.58 | 10.30 | 11.45 | 20.60 | 20.98 | 12.18 | 9.20 | 24.29 | 10.50 | 3.42 |
| Yield(%) | 0.00 | 1.21 | 3.81 | 4.52 | 3.65 | 4.94 | 5.39 | … | … | 0.00 | 1.30 | 3.68 | 6.74 | 4.54 | 4.18 | 2.80 | 3.19 | 3.89 | 2.95 | 7.87 | 2.17 | 3.38 | 3.17 | 1.44 | 3.36 | 8.08 | 15.60 | 11.97 | 6.35 | 3.00 | 3.66 | 3.91 | 3.50 | 8.84 | 5.61 | 12.98 | 14.99 | 5.45 |
Data as of 01/26/2024, Common starting date is 09/26/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMICX (GMO INTERNATIONAL EQUITY FUND CLASS II) |
-14.79%
Feb 2006 – Feb 2009 |
-8.47%
May 2007 – May 2012 |
-0.19%
Dec 2006 – Dec 2016 |
-0.24%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMICX (GMO INTERNATIONAL EQUITY FUND CLASS II) |
33.48%
Mar 2003 – Mar 2006 |
25.26%
Oct 2002 – Oct 2007 |
12.90%
Oct 1997 – Oct 2007 |
8.52%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart