GMO Asset Allocation Bond Fund Class VI

 (MUTF:GABFX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.12%
   
1 week   +0.16%
   
4 week   +0.32%
   
3 month   +1.09%
   
YTD   +6.16%
   
1 year   +5.46%
   
3 years*   +2.14%
   
5 years*   +3.65%
   
*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 Below Average
10 years     -     - -
Overall Low Below Average

Key statistics

Total assets4.55B 
Front load-  
Deferred load-  
Expense ratio0.31%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash35.16%  
Stocks0.00%  
Bonds64.84%  
Other0.00%  

Purchase information

Initial$300,000,000  
25.37+0.03(0.12%)
Aug 20, 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 manager:
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* -5.28 0.15 0.80     -
Beta* 2.14 0.65 0.68     -
Mean annual return 0.25 0.18 0.32     -
R-squared* 89.15 29.38 35.52     -
Standard deviation 5.57 3.19 3.23     -
Sharpe ratio 0.54 0.65 1.17     -
* Against standard index

Top 10 holdings

Security Net Assets  
US TREASURY TIP 25.27%  
US Treasury TIP 0.125% 24.67%  
US Treasury TIP 1.125% 9.00%  
US TREASURY TIP 5.90%  
GMO US Treasury 3.41%