Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GECMX (GMO Emerging Countries M) | NA | -5.42% | -5.69% | 7.83% | 9.47% | NA | NA | … | … |
Data as of 05/07/2014, Common starting date is 07/10/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GECMX (GMO Emerging Countries M) | 07/10/2002 | 05/07/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.32 | -5.42 | -5.69 | 7.83 | 9.47 | NA | NA | … | … | -1.15 | -6.86 | 14.68 | -17.37 | 20.49 | 67.84 | -55.13 | 37.38 | 29.14 | 35.97 | 26.55 | 68.79 | -13.75 |
| Sharpe Ratio | NA | -0.37 | -0.29 | 0.38 | 0.33 | NA | NA | … | … | -0.24 | -0.48 | 0.90 | -0.69 | 0.91 | 2.13 | -1.18 | 1.47 | 1.38 | 2.57 | 1.40 | 5.33 | -1.48 |
| Standard Deviation(%) | NA | 14.61 | 19.20 | 20.55 | 25.35 | NA | NA | … | … | 13.65 | 14.22 | 16.37 | 25.29 | 22.47 | 31.85 | 47.37 | 23.54 | 18.81 | 13.15 | 18.33 | 12.78 | 18.66 |
| Draw Down(%) | NA | 16.83 | 27.84 | 29.81 | 67.49 | NA | NA | … | … | 9.54 | 19.93 | 19.41 | 29.81 | 18.23 | 24.20 | 64.43 | 17.52 | 24.46 | 10.56 | 22.05 | 10.28 | 23.22 |
| Yield(%) | 0.00 | 2.41 | 1.66 | 2.43 | 14.53 | 13.63 | 10.23 | … | … | 0.00 | 2.31 | 1.72 | 1.56 | 1.44 | 2.05 | 14.39 | 35.70 | 32.64 | 14.46 | 18.98 | 4.95 | 0.00 |
Data as of 05/07/2014, Common starting date is 07/10/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GECMX (GMO Emerging Countries M) |
-14.55%
Feb 2006 – Feb 2009 |
-6.00%
Oct 2007 – Oct 2012 |
7.98%
Feb 2004 – Feb 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GECMX (GMO Emerging Countries M) |
49.19%
Mar 2003 – Mar 2006 |
42.03%
Oct 2002 – Oct 2007 |
16.26%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart