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GEMMX: GMO EMERGING MARKETS FUND CLASS VI (MUTUAL FUND)
Basic Info 23.99 0.24(1.01%) April 26
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | (97%) |
Start Date: | 06/30/2003 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 11.66% |
Expenses | 0.75% |
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Performance Analytics (As of 04/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 07/01/2003 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.0 | 3.0 | 19.8 | -7.9 | -0.3 | 1.7 | 4.5 | 5.4 | 7.3 | 15.6 | -31.5 | 2.3 | 5.6 | 22.3 | -12.7 | 32.2 | 16.9 | -16.1 | -6.3 | -5.7 | 16.4 | -17.3 | 20.7 | 70.9 | -55.3 | 36.7 | 30.2 | 39.9 | 26.6 | 43.8 |
Sharpe Ratio | NA | -0.3 | 0.7 | -0.62 | -0.15 | 0.02 | NA | NA | 0.29 | 0.85 | -1.55 | 0.14 | 0.19 | 1.61 | -0.86 | 3.83 | 0.98 | -0.94 | -0.47 | -0.41 | 1.03 | -0.69 | 0.93 | 2.27 | -1.18 | 1.44 | 1.44 | 2.71 | 1.37 | 8.72 |
Draw Down(%) | NA | 4.9 | 9.2 | 43.4 | 43.4 | 43.4 | NA | NA | 67.9 | 10.9 | 40.1 | 11.8 | 33.0 | 9.6 | 23.2 | 3.8 | 12.5 | 27.5 | 19.2 | 18.9 | 19.2 | 29.3 | 18.4 | 23.9 | 64.5 | 18.0 | 24.2 | 11.0 | 22.5 | 3.9 |
Standard Deviation(%) | NA | 12.0 | 13.1 | 17.0 | 19.2 | 17.2 | NA | NA | 21.2 | 13.4 | 21.3 | 16.7 | 27.8 | 13.0 | 16.3 | 8.3 | 17.1 | 17.1 | 13.5 | 14.0 | 16.0 | 25.0 | 22.2 | 31.2 | 47.4 | 23.5 | 18.7 | 13.9 | 18.7 | 11.9 |
Treynor Ratio | NA | -0.04 | 0.09 | -0.13 | -0.03 | 0.0 | NA | NA | 0.07 | 0.12 | -0.41 | 0.03 | 0.06 | 0.21 | -0.15 | 0.38 | 0.18 | -0.18 | -0.06 | -0.06 | 0.18 | -0.18 | 0.2 | 0.74 | -0.6 | 0.35 | 0.27 | 0.37 | 0.25 | 1.23 |
Alpha | NA | 0.01 | 0.03 | -0.02 | -0.01 | 0.0 | NA | NA | 0.0 | 0.02 | -0.09 | 0.01 | -0.03 | 0.01 | 0.0 | 0.02 | 0.02 | -0.01 | -0.03 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | -0.05 | -0.01 | 0.0 | 0.01 | -0.01 | 0.06 |
Beta | NA | 0.99 | 0.99 | 0.85 | 0.9 | 0.91 | NA | NA | 0.94 | 0.94 | 0.8 | 0.82 | 0.95 | 1.0 | 0.94 | 0.83 | 0.95 | 0.9 | 1.0 | 0.97 | 0.93 | 0.96 | 1.04 | 0.95 | 0.93 | 0.96 | 0.98 | 1.01 | 1.02 | 0.85 |
RSquared | NA | 0.83 | 0.81 | 0.61 | 0.76 | 0.82 | NA | NA | 0.91 | 0.77 | 0.57 | 0.61 | 0.9 | 0.91 | 0.91 | 0.78 | 0.93 | 0.91 | 0.91 | 0.94 | 0.9 | 0.98 | 0.98 | 0.98 | 0.98 | 0.97 | 0.93 | 0.9 | 0.83 | 0.86 |
Yield(%) | N/A | 0.0 | 8.0 | 4.5 | 4.9 | 10.8 | 11.9 | 10.8 | N/A | 8.0 | 5.2 | 4.6 | 3.8 | 5.6 | 2.9 | 3.5 | 8.5 | 3.0 | 3.2 | 2.4 | 2.5 | 13.4 | 1.5 | 2.8 | 17.4 | 30.6 | 24.8 | 18.7 | 9.8 | 2.3 |
Dividend Growth(%) | N/A | -100.0 | -3.4 | 27.8 | 147.9 | -50.7 | N/A | N/A | N/A | -3.4 | 12.6 | 19.5 | -18.9 | 59.2 | 8.4 | 46.2 | 124.1 | -14.7 | 17.2 | 11.5 | -86.9 | 942.1 | -9.5 | -94.4 | -41.2 | 22.1 | 65.1 | 114.9 | 516.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/01/2003
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