Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMOEX (GMO EMERGING MARKETS FUND CLASS III) | 20.31% | 19.54% | 12.42% | 2.83% | 4.80% | 2.69% | 4.88% | 6.43% |
Data as of 07/25/2025, AR inception is 12/22/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOEX (GMO EMERGING MARKETS FUND CLASS III) | 12/22/1993 | 07/25/2025 |
| 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 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.51 | 19.54 | 12.42 | 2.83 | 4.80 | 2.69 | 4.88 | 6.43 | 20.31 | 3.42 | 17.68 | -31.59 | 2.09 | 5.50 | 22.15 | -12.82 | 32.05 | 16.34 | -16.12 | -6.31 | -5.85 | 16.19 | -17.35 | 20.59 | 70.61 | -53.98 | 36.54 | 30.11 | 39.62 | 26.59 | 70.13 | 0.80 | 9.78 | -27.80 | 77.73 | -28.88 | -0.10 | 11.64 | -12.57 | 6.28 | 3.91 |
| Sharpe Ratio | NA | 0.72 | 0.61 | 0.05 | 0.15 | NA | NA | 0.23 | 1.93 | -0.25 | 0.99 | -1.54 | 0.14 | 0.19 | 1.59 | -0.87 | 3.82 | 0.94 | -0.95 | -0.47 | -0.42 | 1.01 | -0.70 | 0.93 | 2.25 | -1.15 | 1.44 | 1.44 | 2.70 | 1.37 | 5.40 | -0.02 | 0.44 | -1.85 | 4.20 | -1.34 | -0.21 | 0.93 | -1.07 | 0.21 | 31.94 |
| Standard Deviation(%) | NA | 16.00 | 14.72 | 16.21 | 17.17 | NA | NA | 19.81 | 17.61 | 12.80 | 13.63 | 21.54 | 15.08 | 27.80 | 13.02 | 16.31 | 8.26 | 17.08 | 17.06 | 13.42 | 13.94 | 16.11 | 24.96 | 22.15 | 31.29 | 47.77 | 23.48 | 18.73 | 13.89 | 18.72 | 12.86 | 16.75 | 17.34 | 17.20 | 17.74 | 23.97 | 17.42 | 8.65 | 15.31 | 15.73 | 12.46 |
| Draw Down(%) | NA | 16.94 | 16.94 | 43.50 | 43.50 | NA | NA | 66.94 | 14.47 | 8.78 | 10.94 | 40.20 | 11.80 | 32.97 | 9.64 | 23.28 | 3.85 | 12.52 | 27.52 | 19.21 | 18.97 | 19.20 | 29.28 | 18.29 | 24.08 | 63.50 | 18.03 | 24.22 | 11.06 | 22.58 | 10.32 | 30.23 | 21.36 | 33.25 | 14.77 | 48.34 | 29.85 | 9.00 | 23.40 | 19.26 | 0.45 |
| Yield(%) | 0.00 | 3.63 | 5.69 | 4.42 | 12.77 | 7.79 | 8.85 | 11.56 | 0.00 | 5.33 | 6.58 | 5.08 | 4.34 | 3.71 | 5.45 | 2.78 | 3.27 | 7.79 | 2.83 | 3.07 | 2.28 | 2.24 | 13.15 | 1.45 | 2.45 | 18.86 | 30.36 | 24.60 | 18.57 | 9.73 | 2.66 | 1.46 | 2.21 | 0.18 | 0.68 | 3.19 | 12.26 | 1.39 | 1.29 | 2.66 | 0.04 |
Data as of 07/25/2025, AR inception is 12/22/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOEX (GMO EMERGING MARKETS FUND CLASS III) |
-16.11%
Aug 1995 - Aug 1998 |
-8.51%
Jan 1994 - Jan 1999 |
-1.48%
Sep 2012 - Sep 2022 |
-2.68%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOEX (GMO EMERGING MARKETS FUND CLASS III) |
51.12%
Mar 2003 - Mar 2006 |
43.39%
Oct 2002 - Oct 2007 |
21.99%
Aug 1998 - Aug 2008 |
14.60%
Sep 1998 - Sep 2013 |
Annualized Rolling Returns Comparison Chart