Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMEMX (GMO EMERGING MARKETS FUND CLASS II) | 16.98% | 11.12% | 12.21% | 2.32% | 3.85% | 2.69% | NA | 3.47% |
Data as of 07/15/2025, AR inception is 08/13/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMEMX (GMO EMERGING MARKETS FUND CLASS II) | 08/13/2009 | 07/15/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.56 | 11.12 | 12.21 | 2.32 | 3.85 | 2.69 | NA | 3.47 | 16.98 | 3.29 | 17.65 | -31.61 | 2.03 | 5.42 | 22.10 | -12.87 | 31.97 | 16.55 | -16.19 | -6.38 | -5.89 | 16.22 | -17.19 | 20.47 | 13.88 |
| Sharpe Ratio | NA | 0.44 | 0.57 | 0.00 | 0.14 | NA | NA | 0.13 | 1.72 | -0.26 | 0.99 | -1.54 | 0.13 | 0.19 | 1.58 | -0.87 | 3.80 | 0.96 | -0.95 | -0.47 | -0.42 | 1.01 | -0.69 | 0.92 | 1.79 |
| Standard Deviation(%) | NA | 16.11 | 14.74 | 16.22 | 17.19 | NA | NA | 17.77 | 17.95 | 12.80 | 13.62 | 21.55 | 15.08 | 27.79 | 13.07 | 16.30 | 8.27 | 17.11 | 17.10 | 13.47 | 13.99 | 16.17 | 24.99 | 22.20 | 22.35 |
| Draw Down(%) | NA | 17.01 | 17.01 | 43.54 | 43.54 | NA | NA | 43.54 | 14.48 | 8.84 | 10.98 | 40.23 | 11.83 | 33.01 | 9.65 | 23.33 | 3.86 | 12.55 | 27.53 | 19.19 | 19.02 | 19.16 | 29.20 | 18.38 | 8.53 |
| Yield(%) | 0.00 | 3.44 | 6.18 | 4.58 | 12.22 | 8.11 | 6.81 | 9.08 | 0.00 | 5.31 | 7.76 | 5.08 | 4.31 | 3.64 | 5.42 | 2.75 | 3.23 | 7.89 | 2.73 | 3.01 | 2.27 | 2.21 | 13.13 | 1.30 | 0.00 |
Data as of 07/15/2025, AR inception is 08/13/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMEMX (GMO EMERGING MARKETS FUND CLASS II) |
-11.31%
Jan 2013 - Jan 2016 |
-7.34%
Jan 2011 - Jan 2016 |
-1.52%
Sep 2012 - Sep 2022 |
1.44%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMEMX (GMO EMERGING MARKETS FUND CLASS II) |
15.48%
Jan 2016 - Jan 2019 |
13.70%
Feb 2016 - Feb 2021 |
4.67%
Sep 2011 - Sep 2021 |
3.04%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison Chart