Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GEDOX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS V) | NA | -1.59% | -6.17% | 1.49% | NA | NA | NA | 1.36% |
Data as of 12/01/2023, AR inception is 12/05/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEDOX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS V) | 12/05/2013 | 12/01/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.59 | -6.17 | 1.49 | NA | NA | NA | 1.36 | 1.19 | -24.62 | 3.44 | 18.38 | 19.48 | -20.15 | 37.66 | 4.17 | -8.16 | -1.30 | -2.48 |
| Sharpe Ratio | NA | -0.43 | -0.44 | 0.01 | NA | NA | NA | 0.02 | -0.23 | -1.36 | 0.16 | 0.68 | 1.47 | -1.43 | 4.12 | 0.30 | -0.66 | -0.13 | -2.00 |
| Standard Deviation(%) | NA | 13.46 | 18.24 | 19.29 | NA | NA | NA | 16.15 | 13.43 | 19.13 | 21.35 | 26.52 | 12.33 | 15.05 | 9.03 | 13.15 | 12.47 | 10.16 | 15.56 |
| Draw Down(%) | NA | 14.05 | 37.70 | 37.70 | NA | NA | NA | 37.70 | 14.05 | 34.01 | 18.12 | 29.33 | 8.02 | 29.33 | 4.33 | 10.78 | 17.16 | 10.09 | 4.97 |
| Yield(%) | 0.00 | 3.28 | 6.14 | 5.75 | 4.34 | 2.89 | 2.17 | 4.82 | 1.05 | 2.41 | 14.14 | 0.84 | 5.41 | 10.11 | 1.84 | 3.39 | 1.78 | 0.99 | 0.00 |
Data as of 12/01/2023, AR inception is 12/05/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEDOX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS V) |
-5.54%
Nov 2020 - Nov 2023 |
-3.55%
Oct 2017 - Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEDOX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS V) |
13.53%
Dec 2018 - Dec 2021 |
12.36%
Feb 2016 - Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart