Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMSPX (GMO US Small/Mid Cap Growth III ) | NA | -67.46% | -14.81% | -19.48% | NA | NA | NA | … | … |
Data as of 04/12/2012, Common starting date is 01/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMSPX (GMO US Small/Mid Cap Growth III ) | 01/04/2005 | 04/12/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -67.46 | -14.81 | -19.48 | NA | NA | NA | … | … | -64.62 | 2.94 | 33.34 | 24.03 | -41.96 | 3.17 | 7.08 | 14.59 |
| Sharpe Ratio | NA | -0.65 | -0.24 | -0.38 | NA | NA | NA | … | … | -0.53 | 0.09 | 1.34 | 0.84 | -1.01 | 0.00 | 0.21 | 0.85 |
| Standard Deviation(%) | NA | 103.14 | 62.82 | 53.68 | NA | NA | NA | … | … | 182.81 | 33.23 | 24.90 | 28.42 | 42.54 | 18.22 | 17.12 | 14.62 |
| Draw Down(%) | NA | 70.85 | 70.85 | 70.85 | NA | NA | NA | … | … | 67.84 | 30.33 | 19.63 | 25.70 | 53.02 | 13.38 | 18.47 | 9.79 |
| Yield(%) | 0.00 | 15.99 | 21.24 | 9.37 | 7.70 | 5.13 | 3.85 | … | … | 0.00 | 36.63 | 0.35 | 0.27 | 0.29 | 19.64 | 16.37 | 16.84 |
Data as of 04/12/2012, Common starting date is 01/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSPX (GMO US Small/Mid Cap Growth III ) |
-19.76%
Feb 2006 – Feb 2009 |
-19.12%
Mar 2007 – Mar 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSPX (GMO US Small/Mid Cap Growth III ) |
21.15%
Nov 2008 – Nov 2011 |
4.82%
Jul 2006 – Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart