Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMORX (GMO Real Estate III) | NA | -0.84% | 9.58% | 19.23% | 8.58% | 10.04% | NA | … | … |
Data as of 01/21/2014, Common starting date is 06/03/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMORX (GMO Real Estate III) | 06/03/1996 | 01/21/2014 |
| 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 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.47 | -0.84 | 9.58 | 19.23 | 8.58 | 10.04 | NA | … | … | 0.97 | 2.09 | 16.25 | 10.52 | 27.75 | 24.55 | -33.18 | -17.52 | 35.69 | 11.09 | 30.08 | 33.80 | 2.14 | 9.66 | 28.88 | -4.66 | -24.38 | 19.33 | 27.07 |
| Sharpe Ratio | NA | -0.02 | 0.46 | 0.55 | 0.20 | NA | NA | … | … | 1.85 | 0.13 | 1.22 | 0.35 | 1.01 | 0.37 | -0.47 | -0.81 | 2.26 | 0.58 | 1.64 | 2.95 | 0.07 | 0.70 | 2.18 | -0.72 | -1.65 | -3.78 | 7.20 |
| Standard Deviation(%) | NA | 15.69 | 20.80 | 34.66 | 37.02 | NA | NA | … | … | 11.08 | 15.52 | 13.40 | 29.59 | 27.38 | 66.32 | 72.95 | 25.35 | 14.42 | 15.34 | 17.75 | 11.22 | 14.55 | 10.73 | 11.38 | 10.89 | 16.77 | 9.45 | 6.57 |
| Draw Down(%) | NA | 18.13 | 22.17 | 37.82 | 71.44 | NA | NA | … | … | 1.99 | 18.13 | 8.74 | 22.17 | 16.56 | 41.96 | 60.92 | 28.00 | 10.08 | 10.93 | 18.55 | 6.88 | 19.71 | 13.23 | 8.62 | 21.34 | 33.10 | 8.03 | 2.06 |
| Yield(%) | 0.00 | 2.70 | 2.76 | 4.61 | 10.47 | 12.02 | 9.68 | … | … | 0.00 | 2.78 | 2.73 | 1.86 | 4.04 | 2.98 | 5.15 | 17.39 | 37.70 | 21.45 | 16.30 | 4.02 | 4.29 | 5.18 | 5.56 | 5.30 | 6.97 | 12.12 | 2.18 |
Data as of 01/21/2014, Common starting date is 06/03/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMORX (GMO Real Estate III) |
-24.00%
Mar 2006 – Mar 2009 |
-8.20%
Mar 2004 – Mar 2009 |
2.95%
Feb 1999 – Feb 2009 |
7.70%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMORX (GMO Real Estate III) |
41.91%
Mar 2009 – Mar 2012 |
23.46%
Jan 2002 – Jan 2007 |
13.88%
Oct 1996 – Oct 2006 |
10.24%
Oct 1998 – Oct 2013 |
Annualized Rolling Returns Comparison Chart