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GMDFX: Gmo Emerging Country Debt Fund I (MUTUAL FUND)
Basic Info 19.5 0.14(0.72%) May 03
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | (93%) |
Start Date: | 02/10/1998 |
Last Dividend Date: | 12/07/2023 |
12-Mo. Yield | 10.41% |
Expenses | 0.48% |
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Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/11/1998 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.9 | 5.7 | 22.1 | 4.2 | 5.0 | 4.8 | 9.3 | 8.2 | 9.2 | 17.7 | -16.2 | 6.5 | 7.3 | 14.4 | -5.9 | 10.2 | 14.0 | -0.1 | 6.0 | -1.2 | 26.9 | 7.7 | 19.1 | 50.3 | -33.3 | 9.4 | 14.8 | 15.8 | 19.1 | 36.4 | 19.5 | 14.3 | 24.1 | 32.5 | -30.5 |
Sharpe Ratio | NA | 2.13 | 2.76 | 0.17 | 0.35 | 0.49 | NA | NA | 0.8 | 1.95 | -1.61 | 0.73 | 0.58 | 3.3 | -1.55 | 2.03 | 1.98 | -0.02 | 0.95 | -0.2 | 5.92 | 1.35 | 2.19 | 7.68 | -2.62 | 1.23 | 2.93 | 2.7 | 2.57 | 5.88 | 2.18 | 1.08 | 2.14 | 1.84 | -1.18 |
Draw Down(%) | NA | 2.9 | 6.1 | 25.9 | 25.9 | 25.9 | NA | NA | 48.7 | 6.1 | 25.9 | 5.6 | 20.5 | 1.9 | 8.4 | 3.8 | 7.3 | 7.2 | 11.6 | 10.9 | 4.7 | 8.7 | 10.2 | 2.5 | 37.5 | 5.4 | 4.6 | 5.3 | 9.2 | 7.2 | 11.3 | 8.2 | 8.9 | 14.6 | 48.7 |
Standard Deviation(%) | NA | 5.7 | 6.3 | 9.1 | 9.1 | 7.6 | NA | NA | 9.9 | 7.0 | 10.9 | 8.9 | 12.2 | 3.9 | 4.6 | 4.7 | 7.0 | 5.9 | 6.3 | 6.5 | 4.6 | 5.7 | 8.7 | 6.5 | 13.0 | 5.2 | 3.9 | 5.1 | 7.1 | 6.1 | 8.5 | 11.3 | 9.3 | 15.9 | 31.1 |
Treynor Ratio | NA | 0.11 | 0.41 | 0.03 | 0.06 | 0.11 | NA | NA | 0.42 | 0.32 | -0.31 | 0.14 | 0.11 | 0.75 | -0.34 | 0.49 | 0.61 | 0.06 | -0.38 | -0.05 | 1.35 | 0.37 | 0.77 | 1.38 | -0.84 | 1.31 | 0.82 | 0.98 | 0.54 | 2.21 | 11.47 | -1.66 | 12.95 | -0.72 | 0.61 |
Alpha | NA | 0.07 | 0.07 | 0.03 | 0.02 | 0.02 | NA | NA | 0.03 | 0.05 | -0.02 | 0.04 | 0.01 | 0.05 | -0.03 | 0.03 | 0.05 | 0.0 | 0.02 | 0.0 | 0.09 | 0.03 | 0.07 | 0.15 | -0.16 | 0.02 | 0.04 | 0.06 | 0.05 | 0.11 | 0.07 | 0.05 | 0.07 | 0.09 | -0.12 |
Beta | NA | 1.15 | 0.42 | 0.51 | 0.53 | 0.34 | NA | NA | 0.19 | 0.42 | 0.58 | 0.45 | 0.65 | 0.17 | 0.21 | 0.19 | 0.23 | -0.02 | -0.16 | 0.24 | 0.2 | 0.21 | 0.25 | 0.36 | 0.4 | 0.05 | 0.14 | 0.14 | 0.34 | 0.16 | 0.02 | -0.07 | 0.02 | -0.41 | -0.6 |
RSquared | NA | 0.06 | 0.19 | 0.2 | 0.2 | 0.11 | NA | NA | 0.03 | 0.27 | 0.3 | 0.06 | 0.22 | 0.04 | 0.08 | 0.08 | 0.07 | 0.0 | 0.02 | 0.08 | 0.06 | 0.08 | 0.08 | 0.4 | 0.15 | 0.0 | 0.08 | 0.05 | 0.27 | 0.09 | 0.0 | 0.0 | 0.0 | 0.04 | 0.03 |
Yield(%) | N/A | 0.0 | 10.7 | 10.9 | 9.5 | 18.9 | 23.9 | 14.8 | N/A | 10.9 | 10.1 | 15.9 | 9.5 | 7.1 | 6.8 | 5.2 | 19.3 | 7.0 | 9.0 | 5.6 | 9.5 | 10.3 | 8.7 | 10.2 | 9.6 | 11.6 | 16.2 | 16.8 | 14.2 | 20.3 | 13.6 | 13.9 | 16.5 | 17.0 | 11.1 |
Dividend Growth(%) | N/A | -100.0 | -20.5 | 33.5 | 95.0 | 78.1 | N/A | N/A | N/A | -20.5 | -43.1 | 63.4 | 42.0 | -8.6 | 37.5 | -13.8 | 156.9 | -24.4 | 48.3 | -31.0 | -10.6 | 30.6 | 20.0 | -39.4 | -18.9 | -29.9 | -4.4 | 23.0 | -19.1 | 55.1 | -0.8 | -9.8 | 10.0 | -5.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/11/1998
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