Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMOVX (GMO Intl Intrinsic Val Extnd Mkts IV) | NA | 13.80% | NA | NA | NA | NA | NA | … | … |
Data as of 06/18/2013, Common starting date is 03/09/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOVX (GMO Intl Intrinsic Val Extnd Mkts IV) | 03/09/2012 | 06/18/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.17 | 13.80 | NA | NA | NA | NA | NA | … | … | -2.50 | 4.51 |
| Sharpe Ratio | NA | 0.93 | NA | NA | NA | NA | NA | … | … | -0.39 | 0.35 |
| Standard Deviation(%) | NA | 14.82 | NA | NA | NA | NA | NA | … | … | 13.97 | 15.82 |
| Draw Down(%) | NA | 9.62 | NA | NA | NA | NA | NA | … | … | 9.62 | 16.55 |
| Yield(%) | 0.00 | 3.05 | 0.91 | 0.55 | 0.27 | 0.18 | 0.14 | … | … | 0.00 | 2.73 |
Data as of 06/18/2013, Common starting date is 03/09/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOVX (GMO Intl Intrinsic Val Extnd Mkts IV) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOVX (GMO Intl Intrinsic Val Extnd Mkts IV) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart