Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMOCX (GMO Currency Hedged Intl Equity III) | NA | -4.45% | 4.44% | 7.44% | 5.42% | 5.02% | NA | … | … |
Data as of 06/04/2014, Common starting date is 11/06/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOCX (GMO Currency Hedged Intl Equity III) | 11/06/1998 | 06/04/2014 |
| 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 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -21.01 | -4.45 | 4.44 | 7.44 | 5.42 | 5.02 | NA | … | … | -16.14 | 28.22 | 16.51 | -9.68 | 11.08 | 16.11 | -34.11 | 5.88 | 19.31 | 27.32 | 14.77 | 20.96 | -14.26 | -5.27 | 9.90 | 20.91 | 4.57 |
| Sharpe Ratio | NA | -0.13 | 0.15 | 0.27 | 0.15 | NA | NA | … | … | -0.87 | 2.13 | 1.38 | -0.48 | 0.65 | 0.85 | -0.99 | 0.16 | 1.25 | 2.83 | 1.41 | 1.62 | -0.95 | -0.59 | 0.60 | 1.59 | 2.44 |
| Standard Deviation(%) | NA | 35.00 | 27.52 | 27.20 | 28.45 | NA | NA | … | … | 39.40 | 13.24 | 12.07 | 20.17 | 16.87 | 18.90 | 35.17 | 17.40 | 12.84 | 8.90 | 9.80 | 12.52 | 16.17 | 13.04 | 9.77 | 11.15 | 13.35 |
| Draw Down(%) | NA | 21.51 | 21.51 | 21.51 | 49.76 | NA | NA | … | … | 21.51 | 10.83 | 11.61 | 19.31 | 9.90 | 20.00 | 41.82 | 10.98 | 13.90 | 6.35 | 7.77 | 13.90 | 24.83 | 21.03 | 6.82 | 6.78 | 5.61 |
| Yield(%) | 0.00 | 31.43 | 13.92 | 76.15 | 24.37 | 14.76 | 11.90 | … | … | 1.43 | 33.41 | 5.23 | 2.03 | 3.19 | 9.25 | 27.24 | 25.32 | 32.47 | 19.16 | 0.00 | 0.00 | 3.79 | 17.17 | 22.51 | 7.68 | 12.77 |
Data as of 06/04/2014, Common starting date is 11/06/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOCX (GMO Currency Hedged Intl Equity III) |
-11.80%
Mar 2006 – Mar 2009 |
-6.28%
May 2007 – May 2012 |
3.13%
May 2002 – May 2012 |
6.56%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOCX (GMO Currency Hedged Intl Equity III) |
27.54%
Mar 2003 – Mar 2006 |
18.67%
Sep 2002 – Sep 2007 |
8.73%
Mar 2003 – Mar 2013 |
7.18%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart