Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMIGX (GMO International Growth Equity III) | NA | 3.60% | 5.27% | 12.45% | 6.93% | NA | NA | … | … |
Data as of 02/03/2014, Common starting date is 12/03/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMIGX (GMO International Growth Equity III) | 12/03/2001 | 02/03/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -10.80 | 3.60 | 5.27 | 12.45 | 6.93 | NA | NA | … | … | -12.63 | 22.82 | 20.47 | -8.16 | 14.29 | 22.11 | -36.72 | 13.88 | 24.07 | 13.13 | 20.03 | 30.40 | -10.52 | 2.87 |
| Sharpe Ratio | NA | 0.12 | 0.27 | 0.62 | 0.28 | NA | NA | … | … | -2.04 | 1.94 | 1.53 | -0.33 | 0.69 | 0.99 | -1.00 | 0.60 | 1.38 | 1.06 | 1.43 | 2.61 | -0.68 | 3.62 |
| Standard Deviation(%) | NA | 17.20 | 19.45 | 20.08 | 21.07 | NA | NA | … | … | 38.59 | 11.75 | 13.45 | 25.09 | 20.45 | 22.25 | 37.60 | 18.23 | 15.10 | 10.37 | 13.32 | 11.40 | 16.97 | 12.26 |
| Draw Down(%) | NA | 14.01 | 21.88 | 21.88 | 53.83 | NA | NA | … | … | 14.01 | 9.02 | 11.84 | 21.88 | 17.63 | 23.46 | 48.16 | 12.05 | 17.45 | 7.82 | 11.23 | 12.23 | 22.94 | 3.00 |
| Yield(%) | 0.00 | 13.99 | 6.66 | 7.04 | 8.29 | 6.82 | 5.11 | … | … | 0.00 | 14.26 | 3.79 | 1.63 | 1.30 | 3.77 | 6.15 | 18.14 | 13.98 | 5.37 | 3.48 | 1.45 | 2.97 | 0.00 |
Data as of 02/03/2014, Common starting date is 12/03/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMIGX (GMO International Growth Equity III) |
-11.00%
Apr 2006 – Apr 2009 |
-3.36%
May 2007 – May 2012 |
6.00%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMIGX (GMO International Growth Equity III) |
27.22%
Mar 2003 – Mar 2006 |
22.22%
Sep 2002 – Sep 2007 |
10.76%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart