Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GEDFX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS VI) | NA | -10.79% | -3.73% | -1.32% | NA | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 09/23/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEDFX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS VI) | 09/23/2011 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.79 | -3.73 | -1.32 | NA | NA | NA | … | … | -10.79 | 0.00 | 0.00 | 0.00 | 12.58 | 4.23 | -8.17 | -0.48 | 1.64 | 25.27 | 2.61 |
| Sharpe Ratio | NA | -0.94 | -0.67 | -0.32 | NA | NA | NA | … | … | -1.14 | 0.00 | 0.00 | 0.00 | 3.19 | 0.30 | -0.66 | -0.05 | 0.15 | 2.08 | 0.42 |
| Standard Deviation(%) | NA | 11.46 | 6.61 | 6.40 | NA | NA | NA | … | … | 14.37 | NA | NA | NA | 3.76 | 13.17 | 12.47 | 10.04 | 11.00 | 12.23 | 23.72 |
| Draw Down(%) | NA | 10.79 | 10.79 | 10.79 | NA | NA | NA | … | … | 10.79 | 0.00 | 0.00 | 0.00 | 2.34 | 10.76 | 17.14 | 10.11 | 14.45 | 11.20 | 9.44 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.50 | 1.35 | 0.90 | 0.68 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.16 | 1.78 | 1.84 | 2.76 | 1.63 | 0.50 |
Data as of 08/23/2021, Common starting date is 09/23/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEDFX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS VI) |
-5.74%
Feb 2013 – Feb 2016 |
-1.09%
Jul 2016 – Jul 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEDFX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS VI) |
8.32%
May 2012 – May 2015 |
5.62%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart