Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GECRX (GMO EMERGING COUNTRIES SERIES FUND CLASS R6) | NA | 23.42% | 4.17% | 14.69% | NA | NA | NA | 6.99% |
Data as of 02/26/2021, AR inception is 05/06/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GECRX (GMO EMERGING COUNTRIES SERIES FUND CLASS R6) | 05/06/2014 | 02/26/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 23.42 | 4.17 | 14.69 | NA | NA | NA | 6.99 | 7.78 | 1.94 | 21.65 | -12.92 | 32.95 | 17.58 | -14.99 | -6.08 |
| Sharpe Ratio | NA | 0.87 | 0.17 | 0.81 | NA | NA | NA | 0.33 | 6.96 | 0.06 | 1.57 | -0.88 | 3.76 | 0.99 | -0.91 | -0.77 |
| Standard Deviation(%) | NA | 26.71 | 19.61 | 17.19 | NA | NA | NA | 16.89 | 9.25 | 27.57 | 12.87 | 16.12 | 8.63 | 17.48 | 16.53 | 11.80 |
| Draw Down(%) | NA | 25.24 | 32.64 | 32.94 | NA | NA | NA | 36.61 | 0.88 | 32.64 | 9.53 | 23.17 | 3.83 | 12.13 | 27.26 | 18.92 |
| Yield(%) | 0.00 | 4.05 | 3.43 | 6.61 | 2.90 | 1.94 | 1.45 | 4.84 | 0.00 | 3.66 | 5.31 | 2.79 | 12.45 | 1.47 | 2.38 | 3.50 |
Data as of 02/26/2021, AR inception is 05/06/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GECRX (GMO EMERGING COUNTRIES SERIES FUND CLASS R6) |
-1.88%
Mar 2017 - Mar 2020 |
0.96%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GECRX (GMO EMERGING COUNTRIES SERIES FUND CLASS R6) |
16.06%
Feb 2016 - Feb 2019 |
14.34%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart