Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMDFX (Gmo Emerging Country Debt Fund I) | 7.00% | 11.50% | 16.01% | 6.03% | 5.69% | 6.64% | 7.26% | 9.32% |
Data as of 07/18/2025, AR inception is 02/10/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMDFX (Gmo Emerging Country Debt Fund I) | 02/10/1998 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.05 | 11.50 | 16.01 | 6.03 | 5.69 | 6.64 | 7.26 | 9.32 | 7.00 | 13.50 | 17.71 | -16.25 | 3.94 | 4.78 | 14.36 | -5.86 | 10.17 | 14.02 | -0.07 | 6.05 | -1.23 | 26.86 | 7.70 | 19.10 | 50.32 | -33.28 | 9.35 | 14.77 | 15.83 | 19.06 | 36.45 | 19.55 | 14.26 | 24.05 | 32.46 | -30.47 |
| Sharpe Ratio | NA | 1.28 | 1.79 | 0.51 | 0.56 | NA | NA | 0.79 | 1.31 | 1.38 | 1.95 | -1.68 | 0.43 | 0.37 | 3.30 | -1.56 | 2.03 | 1.98 | -0.02 | 0.95 | -0.20 | 5.92 | 1.35 | 2.19 | 7.68 | -2.62 | 1.23 | 2.93 | 2.70 | 2.57 | 5.88 | 2.18 | 1.08 | 2.14 | 1.84 | -1.18 |
| Standard Deviation(%) | NA | 6.51 | 7.08 | 7.99 | 7.60 | NA | NA | 9.73 | 7.85 | 5.02 | 6.96 | 10.50 | 9.10 | 12.22 | 3.93 | 4.62 | 4.71 | 6.97 | 5.94 | 6.34 | 6.47 | 4.57 | 5.69 | 8.70 | 6.54 | 13.01 | 5.19 | 3.95 | 5.06 | 7.05 | 6.08 | 8.47 | 11.26 | 9.34 | 15.88 | 31.08 |
| Draw Down(%) | NA | 6.71 | 11.59 | 25.97 | 25.97 | NA | NA | 48.73 | 6.71 | 2.94 | 6.07 | 25.97 | 5.56 | 20.49 | 1.86 | 8.40 | 3.79 | 7.29 | 7.24 | 11.60 | 10.86 | 4.69 | 8.66 | 10.17 | 2.53 | 37.52 | 5.40 | 4.60 | 5.34 | 9.23 | 7.22 | 11.30 | 8.22 | 8.91 | 14.58 | 48.73 |
| Yield(%) | 0.00 | 6.09 | 9.76 | 8.31 | 20.06 | 16.52 | 12.57 | 12.51 | 0.00 | 7.43 | 10.91 | 10.16 | 13.51 | 7.19 | 7.12 | 6.83 | 5.18 | 19.29 | 7.04 | 9.01 | 5.66 | 9.57 | 10.27 | 8.62 | 10.26 | 9.62 | 11.57 | 16.18 | 16.75 | 14.27 | 20.24 | 13.58 | 13.86 | 16.53 | 16.96 | 11.12 |
Data as of 07/18/2025, AR inception is 02/10/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMDFX (Gmo Emerging Country Debt Fund I) |
-7.55%
Feb 2006 - Feb 2009 |
-2.31%
Sep 2017 - Sep 2022 |
2.08%
Sep 2012 - Sep 2022 |
4.45%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMDFX (Gmo Emerging Country Debt Fund I) |
29.55%
Aug 1998 - Aug 2001 |
27.67%
Aug 1998 - Aug 2003 |
19.97%
Aug 1998 - Aug 2008 |
16.51%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart