GMO Asset Allocation Bond Fund Class VI

 (MUTF:GABFX)   Watch this mutual fund  
Find more results for MUTF:GABFX

Performance

Trailing returns

1 day   +0.16%
   
1 week   +1.46%
   
4 week   +3.15%
   
3 month   +5.50%
   
YTD   +2.59%
   
1 year   +10.73%
   
3 years*   +3.54%
   
5 years*   +3.79%
   
*annualized
Best 3 month return+5.57%  
Worst 3 month return-2.76%  

Morningstar statistics

Morningstar category: Multisector Bond
  Return Risk Rating
3 years Below Average Below Average
5 years Low Low
10 years     -     - -
Overall Low Low

Key statistics

Total assets5.26B 
Front load-  
Deferred load-  
Expense ratio0.31%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash112.73%  
Stocks0.00%  
Bonds0.00%  
Other0.00%  

Purchase information

Initial$300,000,000  
26.48+0.16(0.61%)
Jan 23, 4:00PM EST Overall Morningstar RatingTM

Description

The investment seeks total return in excess of that of its benchmark, the Citigroup 3 Month Treasury Bill Index. Under normal circumstances, the fund invests directly and indirectly (e.g., through other GMO Funds or derivatives) at least 80% of its assets in bonds. The term "bond" includes (i) obligations of an issuer to make payments of principal and/or interest (whether fixed or variable) on future dates and (ii) synthetic debt instruments created by GMO by using derivatives (e.g., a futures contract, swap contract, currency forward, or option). It is non-diversified.
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Nov 3, 2014)
Ben Inker (Started: Nov 3, 2014)
Advisor Company:
Grantham, Mayo, Van Otterloo & Co., LLC
Fund family reports on Morningstar »
GMO, 40 Rowes Wharf, Boston,MA 02110, USA
617-261-0134 (Fax)

Risk

  1 year 3 years 5 years 10 years  
Alpha* 3.76 0.90 1.00     -
Beta* 0.94 0.65 0.57     -
Mean annual return 0.77 0.22 0.29     -
R-squared* 40.39 27.77 26.82     -
Standard deviation 3.43 3.28 2.94     -
Sharpe ratio 2.69 0.79 1.17     -
* Against standard index

Top 10 holdings