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   +0.73%
   
4 week   +0.12%
   
3 month   +1.69%
   
YTD   +3.22%
   
1 year   +1.07%
   
3 years*   +1.47%
   
5 years*   +3.66%
   
*annualized
Best 3 month return+5.57%  
Worst 3 month return-2.76%  

Morningstar statistics

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

Key statistics

Total assets3.35B 
Front load-  
Deferred load-  
Expense ratio0.31%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash6.31%  
Stocks0.00%  
Bonds93.69%  
Other0.00%  

Purchase information

Initial$300,000,000  
24.61-0.07(-0.28%)
Apr 17, 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. It is permitted to invest in bonds of any kind (e.g., bonds of any maturity, duration, or credit quality). The fund may invest in any sector of the bond market and is not required to maintain a minimum or maximum allocation of investments in any one sector. It is non-diversified.
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Mar 18, 2009)
Marc Seidner (Started: Mar 1, 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* 0.14 -0.56 0.34     -
Beta* 0.82 0.54 0.63     -
Mean annual return 0.01 0.12 0.28     -
R-squared* 34.38 26.08 33.08     -
Standard deviation 4.93 3.01 3.10     -
Sharpe ratio 0.01 0.47 1.06     -
* Against standard index

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