Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMITX (GMO Inflation Indexed Plus Bond III) | NA | 9.69% | 13.64% | 7.23% | NA | NA | NA | … | … |
Data as of 02/01/2013, Common starting date is 07/24/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMITX (GMO Inflation Indexed Plus Bond III) | 07/24/2006 | 02/01/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.38 | 9.69 | 13.64 | 7.23 | NA | NA | NA | … | … | -0.26 | 13.50 | 17.61 | 13.34 | 30.42 | -27.17 | 5.74 | 2.64 |
| Sharpe Ratio | NA | 1.88 | 2.16 | 0.65 | NA | NA | NA | … | … | -0.65 | 2.61 | 2.45 | 2.08 | 3.82 | -1.45 | 0.29 | 0.77 |
| Standard Deviation(%) | NA | 5.11 | 6.28 | 10.75 | NA | NA | NA | … | … | 4.48 | 5.20 | 7.17 | 6.37 | 7.95 | 19.28 | 9.50 | 3.47 |
| Draw Down(%) | NA | 2.17 | 5.13 | 31.38 | NA | NA | NA | … | … | 1.01 | 2.17 | 3.16 | 5.13 | 4.04 | 30.63 | 5.12 | 1.84 |
| Yield(%) | 0.00 | 3.89 | 17.74 | 11.71 | 6.89 | 4.59 | 3.45 | … | … | 0.00 | 4.02 | 41.45 | 7.46 | 8.02 | 13.98 | 8.28 | 3.65 |
Data as of 02/01/2013, Common starting date is 07/24/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMITX (GMO Inflation Indexed Plus Bond III) |
-2.46%
Aug 2006 – Aug 2009 |
5.39%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMITX (GMO Inflation Indexed Plus Bond III) |
21.30%
Feb 2009 – Feb 2012 |
8.05%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart