GMO Asset Allocation Bond Fund Class VI

 (MUTF:GABFX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +1.02%
   
1 week
   
-0.50%  
4 week
   
-0.77%  
3 month   +0.82%
   
YTD   +7.92%
   
1 year   +6.54%
   
3 years*   +2.14%
   
5 years*   +3.04%
   
*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 assets5.36B 
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  
26.05+0.06(0.23%)
Dec 19, 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 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* 0.41 0.76 0.75     -
Beta* 1.25 0.64 0.59     -
Mean annual return 0.57 0.23 0.27     -
R-squared* 50.79 27.98 30.49     -
Standard deviation 4.41 3.28 3.03     -
Sharpe ratio 1.55 0.80 1.03     -
* Against standard index

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