Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GEMVX (GMO Trust - GMO Emerging Markets Fund) | NA | 0.00% | 881.52% | 299.01% | 103.66% | 59.17% | NA | 58.64% |
Data as of 06/22/2022, AR inception is 08/04/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEMVX (GMO Trust - GMO Emerging Markets Fund) | 08/04/2003 | 06/22/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 881.52 | 299.01 | 103.66 | 59.17 | NA | 58.64 | 0.00 | 8.66 | 10.87 | 10.72 | -12.80 | 32.12 | 16.92 | -16.14 | -6.28 | -5.76 | 16.41 | -17.07 | 20.70 | 70.76 | -55.08 | 36.68 | 29.76 | 39.83 | 26.47 | 38.36 |
| Sharpe Ratio | NA | 0.00 | 0.31 | 0.27 | 0.26 | NA | NA | 0.38 | 0.00 | 1.19 | 0.39 | 1.58 | -0.87 | 3.82 | 0.97 | -0.94 | -0.47 | -0.41 | 1.03 | -0.69 | 0.93 | 2.26 | -1.18 | 1.44 | 1.43 | 2.61 | 1.14 | 10.05 |
| Standard Deviation(%) | NA | 2.99 | 19.64 | 16.79 | 15.77 | NA | NA | 21.68 | NA | 12.51 | 27.29 | 5.91 | 16.31 | 8.28 | 17.08 | 17.11 | 13.48 | 13.98 | 16.05 | 24.83 | 22.19 | 31.20 | 47.43 | 23.47 | 18.61 | 14.40 | 22.33 | 11.84 |
| Draw Down(%) | NA | 0.00 | 26.90 | 35.94 | 37.29 | NA | NA | 67.81 | 0.00 | 6.86 | 26.90 | 2.43 | 23.23 | 3.86 | 12.42 | 27.57 | 19.15 | 18.98 | 19.14 | 29.15 | 18.33 | 23.97 | 64.46 | 17.99 | 24.25 | 11.03 | 22.53 | 3.79 |
| Yield(%) | 0.00 | 0.00 | 40.01 | 25.36 | 41.77 | 14.74 | 30.16 | 33.51 | 0.00 | 107.82 | 3.59 | 0.00 | 2.81 | 3.44 | 8.46 | 2.96 | 3.19 | 2.45 | 2.38 | 13.35 | 1.50 | 2.81 | 17.42 | 30.58 | 24.73 | 18.37 | 9.81 | 1.75 |
Data as of 06/22/2022, AR inception is 08/04/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEMVX (GMO Trust - GMO Emerging Markets Fund) |
-14.58%
Feb 2006 - Feb 2009 |
-7.21%
Jan 2011 - Jan 2016 |
-1.05%
Oct 2007 - Oct 2017 |
4.00%
Jan 2006 - Jan 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEMVX (GMO Trust - GMO Emerging Markets Fund) |
916.96%
Mar 2019 - Mar 2022 |
320.32%
May 2016 - May 2021 |
104.32%
Nov 2011 - Nov 2021 |
63.22%
Jun 2006 - Jun 2021 |
Annualized Rolling Returns Comparison Chart