Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMSUX (GMO US Small/Mid Cap III) | NA | -0.98% | 7.76% | 14.30% | NA | NA | NA | … | … |
Data as of 01/21/2014, Common starting date is 01/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMSUX (GMO US Small/Mid Cap III) | 01/04/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -26.98 | -0.98 | 7.76 | 14.30 | NA | NA | NA | … | … | -27.25 | 44.23 | 16.33 | 1.86 | 25.96 | 14.32 | -26.99 | -12.45 | 10.79 | 11.05 |
| Sharpe Ratio | NA | 0.00 | 0.18 | 0.28 | NA | NA | NA | … | … | -0.72 | 3.30 | 1.16 | 0.07 | 1.06 | 0.49 | -0.66 | -0.87 | 0.57 | 0.67 |
| Standard Deviation(%) | NA | 49.35 | 42.07 | 51.16 | NA | NA | NA | … | … | 138.74 | 13.39 | 14.18 | 27.45 | 24.33 | 28.97 | 42.17 | 17.76 | 13.10 | 13.46 |
| Draw Down(%) | NA | 27.25 | 27.25 | 27.25 | NA | NA | NA | … | … | 27.25 | 5.22 | 10.73 | 25.94 | 22.18 | 30.72 | 45.26 | 22.52 | 11.83 | 10.91 |
| Yield(%) | 0.00 | 22.82 | 10.45 | 10.09 | 6.77 | 4.51 | 3.39 | … | … | 0.00 | 23.63 | 2.12 | 1.20 | 0.93 | 1.34 | 1.27 | 9.25 | 12.98 | 26.54 |
Data as of 01/21/2014, 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 |
|---|---|---|---|---|
| GMSUX (GMO US Small/Mid Cap III) |
-18.45%
Feb 2006 – Feb 2009 |
-4.28%
Aug 2005 – Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSUX (GMO US Small/Mid Cap III) |
25.56%
Feb 2009 – Feb 2012 |
20.36%
Nov 2008 – Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart