GMO Asset Allocation Bond Fund Class VI

 (MUTF:GABFX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.08%
   
1 week   +1.42%
   
4 week   +0.54%
   
3 month
   
-7.91%  
YTD
   
-3.11%  
1 year   +0.68%
   
3 years*   +1.55%
   
5 years*   +2.53%
   
*annualized
Best 3 month return+6.06%  
Worst 3 month return-8.58%  

Morningstar statistics

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

Key statistics

Total assets4.85B 
Front load-  
Deferred load-  
Expense ratio0.31%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash63.27%  
Stocks0.00%  
Bonds34.34%  
Other2.39%  

Purchase information

Initial$300,000,000  
24.06-0.11(-0.46%)
May 29, 4:00PM EDT 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)
Michael Emanuel (Started: Feb 6, 2015)
Greg Jones (Started: Feb 6, 2015)
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* -3.44 -1.03 -0.51     -
Beta* 1.14 0.85 0.67     -
Mean annual return 0.13 0.10 0.19     -
R-squared* 13.36 16.26 15.06     -
Standard deviation 9.48 6.03 4.85     -
Sharpe ratio 0.16 0.19 0.45     -
* Against standard index

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