GMO Benchmark-Free Allocation Fund Class III

 (MUTF:GBMFX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.26%
   
1 week
   
-0.40%  
4 week   +0.15%
   
3 month   +2.00%
   
YTD   +9.14%
   
1 year   +8.05%
   
3 years*   +1.99%
   
5 years*   +4.39%
   
*annualized
Best 3 month return+12.66%  
Worst 3 month return-7.78%  

Morningstar statistics

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

Key statistics

Total assets13.82B 
Front load0.20%  
Deferred load-  
Expense ratio0.94%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash8.36%  
Stocks40.07%  
Bonds43.66%  
Preferred1.96%  
Other5.95%  

Purchase information

Initial$10,000,000  
27.08+0.07(0.26%)
Aug 15, 8:00PM EDT Overall Morningstar RatingTM

Description

The investment seeks positive total return not "relative" return. The fund is structured as a fund of funds and gains its investment exposures primarily by investing in Implementation Fund. It seeks annualized returns of 5% (net of fees) above the Consumer Price Index and annualized volatility (standard deviation) of 5-10%, each over a complete market cycle.
Fund filings (PDF) »
Asset manager:
Ben Inker (Started: Jul 23, 2003)
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* 1.78 -2.68 -1.88 1.18
Beta* 0.76 0.90 0.87 0.60
Mean annual return 0.76 0.18 0.41 0.41
R-squared* 49.83 83.51 84.34 77.31
Standard deviation 3.44 6.30 5.67 6.80
Sharpe ratio 2.47 0.30 0.83 0.66
* Against standard index

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