Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMEFX (GMO EMERGING MARKETS FUND CLASS IV) | NA | 0.00% | 3.03% | 4.69% | 2.29% | 2.14% | 8.44% | 7.59% |
Data as of 01/07/2022, AR inception is 02/10/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMEFX (GMO EMERGING MARKETS FUND CLASS IV) | 02/10/1998 | 01/07/2022 |
| 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 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 3.03 | 4.69 | 2.29 | 2.14 | 8.44 | 7.59 | 0.00 | 0.00 | 0.00 | 10.72 | -12.82 | 32.09 | 16.39 | -16.07 | -6.30 | -5.85 | 16.32 | -17.08 | 21.01 | 70.76 | -55.11 | 36.68 | 29.73 | 39.77 | 26.63 | 70.30 | 0.75 | 9.84 | -27.77 | 77.63 | -27.83 |
| Sharpe Ratio | NA | 0.00 | 0.93 | 0.45 | 0.16 | NA | NA | 0.31 | NA | 0.00 | 0.00 | 1.57 | -0.87 | 3.81 | 0.94 | -0.94 | -0.47 | -0.42 | 1.02 | -0.69 | 0.94 | 2.08 | -1.18 | 1.44 | 1.42 | 2.70 | 1.37 | 5.37 | -0.02 | 0.44 | -1.85 | 4.18 | -1.46 |
| Standard Deviation(%) | NA | 1.15 | 2.67 | 8.60 | 12.58 | NA | NA | 19.89 | NA | NA | NA | 5.94 | 16.29 | 8.29 | 17.10 | 17.09 | 13.47 | 13.97 | 16.16 | 24.97 | 22.22 | 33.98 | 47.32 | 23.49 | 18.70 | 13.91 | 18.70 | 12.96 | 16.78 | 17.36 | 17.21 | 17.80 | 23.26 |
| Draw Down(%) | NA | 0.00 | 2.08 | 23.29 | 37.30 | NA | NA | 67.83 | NA | 0.00 | 0.00 | 2.42 | 23.29 | 3.86 | 12.50 | 27.55 | 19.20 | 19.03 | 19.11 | 29.18 | 18.09 | 23.94 | 64.48 | 17.97 | 24.24 | 11.03 | 22.56 | 10.34 | 30.25 | 21.46 | 33.20 | 14.87 | 48.36 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.39 | 3.48 | 5.31 | 14.25 | 12.51 | 0.00 | 0.00 | 0.00 | 0.00 | 2.79 | 3.37 | 8.01 | 2.87 | 3.14 | 2.35 | 2.33 | 13.29 | 1.79 | 2.78 | 17.38 | 30.53 | 24.69 | 18.65 | 9.81 | 2.68 | 1.53 | 2.26 | 0.23 | 0.73 | 3.30 |
Data as of 01/07/2022, 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 |
|---|---|---|---|---|
| GMEFX (GMO EMERGING MARKETS FUND CLASS IV) |
-14.61%
Feb 2006 - Feb 2009 |
-7.25%
Jan 2011 - Jan 2016 |
-1.09%
Oct 2007 - Oct 2017 |
1.99%
Dec 2006 - Dec 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMEFX (GMO EMERGING MARKETS FUND CLASS IV) |
51.17%
Mar 2003 - Mar 2006 |
43.39%
Oct 2002 - Oct 2007 |
22.06%
Aug 1998 - Aug 2008 |
14.48%
Sep 1998 - Sep 2013 |
Annualized Rolling Returns Comparison Chart