Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMOBX (GMO ASSET ALLOCATION BOND FUND CLASS III) | NA | -5.03% | -5.55% | 0.24% | 0.55% | NA | NA | … | … |
Data as of 01/26/2024, Common starting date is 03/27/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOBX (GMO ASSET ALLOCATION BOND FUND CLASS III) | 03/27/2009 | 01/26/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.05 | -5.03 | -5.55 | 0.24 | 0.55 | NA | NA | … | … | -0.05 | -1.74 | -14.95 | 1.32 | 11.14 | 7.91 | 0.67 | 2.36 | -0.23 | -5.92 | 9.52 | -2.15 | 0.55 | 10.09 | 5.16 | 6.28 |
| Sharpe Ratio | NA | -1.01 | -0.88 | -0.17 | -0.07 | NA | NA | … | … | -23.01 | -0.62 | -1.65 | 0.24 | 1.54 | 1.75 | -0.23 | 0.74 | -0.14 | -0.56 | 2.49 | -0.45 | 0.92 | 2.08 | 1.24 | 1.97 |
| Standard Deviation(%) | NA | 9.29 | 8.59 | 7.56 | 6.59 | NA | NA | … | … | 0.19 | 10.19 | 9.92 | 5.49 | 7.07 | 3.72 | 2.74 | 2.33 | 3.11 | 10.56 | 3.81 | 4.84 | 0.54 | 4.83 | 4.09 | 4.17 |
| Draw Down(%) | NA | 10.06 | 19.99 | 19.99 | 19.99 | NA | NA | … | … | 0.05 | 10.06 | 18.02 | 3.75 | 9.15 | 2.20 | 2.42 | 1.31 | 3.22 | 14.52 | 2.38 | 4.72 | 0.32 | 1.28 | 2.86 | 1.42 |
| Yield(%) | 0.00 | 2.06 | 1.13 | 1.98 | 2.51 | 3.25 | 2.44 | … | … | 0.00 | 2.11 | 0.00 | 1.61 | 1.25 | 4.76 | 4.77 | 0.99 | 0.00 | 6.47 | 4.49 | 0.14 | 1.11 | 10.15 | 9.88 | 3.15 |
Data as of 01/26/2024, Common starting date is 03/27/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOBX (GMO ASSET ALLOCATION BOND FUND CLASS III) |
-5.39%
Dec 2020 – Dec 2023 |
0.22%
Oct 2013 – Oct 2018 |
0.40%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOBX (GMO ASSET ALLOCATION BOND FUND CLASS III) |
7.59%
Jul 2018 – Jul 2021 |
5.44%
Feb 2010 – Feb 2015 |
3.24%
Jul 2010 – Jul 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart