Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GEDTX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS II) | NA | -1.70% | -6.29% | 1.36% | 1.18% | NA | NA | … | … |
Data as of 12/01/2023, Common starting date is 04/11/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEDTX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS II) | 04/11/2011 | 12/01/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.70 | -6.29 | 1.36 | 1.18 | NA | NA | … | … | 1.06 | -24.67 | 3.26 | 18.23 | 19.34 | -20.28 | 37.47 | 4.03 | -8.30 | -0.68 | 1.47 | 25.08 | -12.40 |
| Sharpe Ratio | NA | -0.44 | -0.44 | 0.00 | 0.02 | NA | NA | … | … | -0.24 | -1.37 | 0.15 | 0.68 | 1.46 | -1.44 | 4.16 | 0.29 | -0.67 | -0.07 | 0.13 | 2.06 | -0.74 |
| Standard Deviation(%) | NA | 13.48 | 18.21 | 19.27 | 16.08 | NA | NA | … | … | 13.42 | 19.04 | 21.35 | 26.52 | 12.32 | 14.96 | 8.91 | 13.12 | 12.47 | 10.05 | 11.00 | 12.24 | 22.51 |
| Draw Down(%) | NA | 14.09 | 37.83 | 37.83 | 37.83 | NA | NA | … | … | 14.09 | 34.06 | 18.19 | 29.35 | 8.02 | 29.42 | 4.33 | 10.81 | 17.24 | 10.13 | 14.53 | 11.22 | 22.14 |
| Yield(%) | 0.00 | 2.88 | 5.92 | 5.53 | 4.34 | 3.41 | 2.55 | … | … | 0.79 | 2.06 | 14.07 | 0.71 | 5.23 | 10.01 | 1.69 | 3.21 | 1.62 | 1.69 | 2.64 | 1.53 | 0.39 |
Data as of 12/01/2023, Common starting date is 04/11/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEDTX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS II) |
-5.78%
Feb 2013 – Feb 2016 |
-3.68%
Oct 2017 – Oct 2022 |
0.78%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEDTX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS II) |
13.37%
Dec 2018 – Dec 2021 |
12.21%
Feb 2016 – Feb 2021 |
6.74%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart