GMO Alpha Only Fund Class IV

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

Performance

Trailing returns

1 day   +0.57%
   
1 week
   
-0.04%  
4 week   +0.48%
   
3 month   +0.30%
   
YTD   +0.79%
   
1 year
   
-2.38%  
3 years*
   
-0.81%  
5 years*
   
-0.77%  
*annualized
Best 3 month return+10.13%  
Worst 3 month return-8.36%  

Morningstar statistics

Morningstar category: Market Neutral
  Return Risk Rating
3 years Below Average Below Average
5 years Below Average Below Average
10 years Below Average Below Average
Overall Below Average Below Average
Morningstar style  Learn more
      Large
      Mid
      Small
Value Blend Growth  

Key statistics

Total assets3.19B 
Front load-  
Deferred load-  
Expense ratio0.60%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash54.90%  
Stocks195.18%  
Bonds0.00%  
Preferred4.05%  
Other0.00%  

Purchase information

Initial$125,000,000  
22.87-0.12(-0.52%)
Jan 29, 4:00PM EST Overall Morningstar RatingTM

Description

The investment seeks total return greater than that of its benchmark, the Citigroup 3-Month Treasury Bill Index. To gain long investment exposure, the fund invests in securities directly and may invest in other GMO Funds. To gain short investment exposure, the fund may use over-the-counter (OTC) and exchange-traded derivatives (including futures, swap contracts and currency forwards) and make short sales of securities, including short sales of securities the fund does not own. The fund is non-diversified.
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Dec 31, 1996)
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* -3.17 -2.09 -2.68 0.10
Beta* 0.05 0.09 0.39 -0.04
Mean annual return -0.24 -0.15 -0.08 0.12
R-squared* 0.22 1.26 13.08 0.12
Standard deviation 2.59 2.17 2.88 3.86
Sharpe ratio -1.10 -0.86 -0.35 -0.01
* Against standard index

Top 10 holdings

Security Net Assets  
Future Contract On S&P500 Emini Fut Dec14 480.16%  
Future Contract On Russell 2000 Mini Dec14 91.29%  
Future Contract On S&P Mid 400 Emini Dec14 59.69%  
Philip Morris International Inc (PM) 23.79%  
Express Scripts (ESRX) 23.77%  
Apple Inc (AAPL) 23.09%  
Microsoft Corp (MSFT) 22.38%  
Oracle Corporation (ORCL) 21.89%  
Johnson & Johnson (JNJ) 18.03%  
Google Inc Class A (GOOGL) 16.84%