Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMIRX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS IV) | NA | 0.46% | 8.69% | 2.90% | 7.42% | 5.95% | NA | … | … |
Data as of 12/12/2018, Common starting date is 06/30/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMIRX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS IV) | 06/30/2003 | 12/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.46 | 8.69 | 2.90 | 7.42 | 5.95 | NA | … | … | -1.37 | 25.04 | 1.72 | -5.77 | -7.05 | 25.16 | 15.92 | -9.03 | 10.52 | 21.15 | -40.02 | 11.07 | 24.89 | 14.64 | 22.44 | 23.40 |
| Sharpe Ratio | NA | -0.09 | 0.63 | 0.18 | 0.40 | NA | NA | … | … | -0.31 | 3.28 | 0.09 | -0.34 | -0.55 | 1.90 | 1.00 | -0.34 | 0.47 | 0.79 | -1.02 | 0.45 | 1.43 | 1.21 | 1.57 | 4.67 |
| Standard Deviation(%) | NA | 8.89 | 12.30 | 13.42 | 18.10 | NA | NA | … | … | 8.95 | 7.48 | 17.60 | 16.97 | 12.85 | 13.23 | 16.07 | 26.64 | 22.16 | 26.69 | 40.17 | 18.01 | 15.12 | 10.29 | 13.73 | 10.84 |
| Draw Down(%) | NA | 11.52 | 13.78 | 29.84 | 29.84 | NA | NA | … | … | 11.52 | 2.50 | 12.20 | 18.96 | 17.44 | 9.45 | 16.02 | 23.79 | 19.69 | 28.17 | 52.14 | 12.48 | 16.69 | 6.79 | 10.99 | 3.44 |
| Yield(%) | 0.00 | 11.34 | 8.56 | 6.92 | 7.20 | 6.76 | 5.95 | … | … | 0.93 | 17.66 | 4.89 | 2.92 | 11.32 | 5.25 | 3.60 | 3.43 | 2.38 | 3.72 | 3.73 | 6.81 | 8.14 | 3.74 | 4.09 | 2.46 |
Data as of 12/12/2018, Common starting date is 06/30/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMIRX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS IV) |
-14.61%
Feb 2006 – Feb 2009 |
-7.22%
May 2007 – May 2012 |
0.46%
Nov 2006 – Nov 2016 |
6.14%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMIRX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS IV) |
24.58%
Aug 2003 – Aug 2006 |
18.25%
Feb 2009 – Feb 2014 |
8.37%
Sep 2003 – Sep 2013 |
6.99%
Jul 2003 – Jul 2018 |
Annualized Rolling Returns Comparison Chart