Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMCEX (GMO EMERGING COUNTRIES FUND CLASS III) | NA | 21.94% | 4.84% | 2.69% | -0.64% | 11.16% | 8.70% | 7.73% |
Data as of 11/10/2017, AR inception is 08/29/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMCEX (GMO EMERGING COUNTRIES FUND CLASS III) | 08/29/1997 | 11/10/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.93 | 21.94 | 4.84 | 2.69 | -0.64 | 11.16 | 8.70 | 7.73 | 21.96 | 17.66 | -15.16 | -6.59 | -6.56 | 15.07 | -17.18 | 21.03 | 68.01 | -54.98 | 37.70 | 29.95 | 36.23 | 27.21 | 69.35 | -0.11 | 6.03 | -28.50 | 94.69 | -24.04 | -18.70 |
| Sharpe Ratio | NA | 1.32 | 0.27 | 0.16 | -0.05 | NA | NA | 0.28 | 1.53 | 0.99 | -0.91 | -0.53 | -0.46 | 0.93 | -0.68 | 0.93 | 2.13 | -1.18 | 1.48 | 1.42 | 2.59 | 1.43 | 5.36 | -0.07 | 0.20 | -1.74 | 3.70 | -1.03 | -1.79 |
| Standard Deviation(%) | NA | 16.18 | 17.03 | 15.66 | 24.79 | NA | NA | 22.39 | 16.52 | 17.62 | 16.73 | 12.55 | 14.22 | 16.33 | 25.32 | 22.43 | 31.88 | 47.36 | 23.57 | 18.83 | 13.14 | 18.33 | 12.80 | 17.38 | 18.43 | 18.67 | 24.73 | 26.56 | 27.58 |
| Draw Down(%) | NA | 4.93 | 33.29 | 36.81 | 65.55 | NA | NA | 67.43 | 4.93 | 12.16 | 27.44 | 19.06 | 19.82 | 19.31 | 29.75 | 18.12 | 24.09 | 64.44 | 17.49 | 24.44 | 10.48 | 22.04 | 10.36 | 31.59 | 26.17 | 34.03 | 20.95 | 51.04 | 26.83 |
| Yield(%) | 0.00 | 2.04 | 4.03 | 3.25 | 4.08 | 17.12 | 13.34 | 11.14 | 0.75 | 4.69 | 3.74 | 3.63 | 2.53 | 1.98 | 1.77 | 1.77 | 2.38 | 14.45 | 35.72 | 32.89 | 14.81 | 19.17 | 5.09 | 1.70 | 0.88 | 1.68 | 0.16 | 1.90 | 0.00 |
Data as of 11/10/2017, AR inception is 08/29/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMCEX (GMO EMERGING COUNTRIES FUND CLASS III) |
-14.27%
Feb 2006 - Feb 2009 |
-7.42%
Feb 2011 - Feb 2016 |
-1.20%
Oct 2007 - Oct 2017 |
7.52%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMCEX (GMO EMERGING COUNTRIES FUND CLASS III) |
49.69%
Mar 2003 - Mar 2006 |
42.54%
Oct 2002 - Oct 2007 |
23.23%
Aug 1998 - Aug 2008 |
14.78%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart