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GEDTX: GMO Emerging Domestic Opportunities II (MUTUAL FUND)
Basic Info
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | Not Rated |
Start Date: | 04/11/2011 |
Last Dividend Date: | 10/09/2023 |
12-Mo. Yield | 3.02% |
Expenses | 0.81% |
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Performance Analytics (As of 12/01/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -1.7 | -6.3 | 1.5 | 1.2 | 2.0 | 1.1 | -24.7 | 3.3 | 18.2 | 19.3 | -20.3 | 37.5 | 4.0 | -8.3 | -0.7 | 1.5 | 25.1 | -12.4 |
Sharpe Ratio | NA | -0.44 | -0.44 | 0.0 | 0.02 | 0.08 | -0.24 | -1.37 | 0.15 | 0.68 | 1.46 | -1.44 | 4.16 | 0.29 | -0.67 | -0.07 | 0.13 | 2.06 | -0.74 |
Draw Down(%) | NA | 14.1 | 37.8 | 37.8 | 37.8 | 37.8 | 14.1 | 34.1 | 18.2 | 29.3 | 8.0 | 29.4 | 4.3 | 10.8 | 17.2 | 10.1 | 14.5 | 11.2 | 22.1 |
Standard Deviation(%) | NA | 13.5 | 18.2 | 19.3 | 16.1 | 15.9 | 13.4 | 19.0 | 21.4 | 26.5 | 12.3 | 15.0 | 8.9 | 13.1 | 12.5 | 10.0 | 11.0 | 12.2 | 22.5 |
Treynor Ratio | NA | -0.06 | -0.1 | 0.0 | 0.0 | 0.02 | -0.03 | -0.34 | 0.04 | 0.2 | 0.19 | -0.25 | 0.41 | 0.05 | -0.13 | -0.01 | 0.02 | 0.37 | -0.22 |
Alpha | NA | -0.02 | -0.01 | 0.0 | 0.0 | 0.0 | -0.02 | -0.05 | 0.02 | 0.02 | 0.0 | -0.04 | 0.03 | -0.02 | 0.01 | 0.0 | 0.02 | 0.04 | 0.03 |
Beta | NA | 0.94 | 0.83 | 0.88 | 0.82 | 0.79 | 0.92 | 0.78 | 0.85 | 0.91 | 0.96 | 0.87 | 0.9 | 0.71 | 0.65 | 0.67 | 0.69 | 0.68 | 0.75 |
RSquared | NA | 0.75 | 0.56 | 0.72 | 0.75 | 0.77 | 0.73 | 0.67 | 0.4 | 0.91 | 0.94 | 0.93 | 0.78 | 0.88 | 0.88 | 0.75 | 0.78 | 0.81 | 0.93 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | 0.8 | 2.1 | 14.0 | 0.7 | 5.2 | 10.0 | 1.7 | 3.2 | 1.6 | 1.7 | 2.6 | 1.5 | 0.4 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | -71.4 | -87.0 | 2262.5 | -84.8 | -63.9 | 708.3 | -44.6 | 75.7 | -5.1 | -39.1 | 113.3 | 233.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/08/2011
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