GMO Benchmark-Free Allocation Fund Class III

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

Performance

Trailing returns

1 day   +0.00%  
1 week   +0.44%
   
4 week   +2.85%
   
3 month
   
-1.70%  
YTD   +1.96%
   
1 year   +2.64%
   
3 years*   +8.03%
   
5 years*   +6.44%
   
*annualized
Best 3 month return+12.66%  
Worst 3 month return-7.78%  

Morningstar statistics

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

Key statistics

Total assets19.52B 
Front load-  
Deferred load-  
Expense ratio0.86%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash27.32%  
Stocks46.26%  
Bonds16.38%  
Preferred0.21%  
Other9.84%  

Purchase information

Initial$10,000,000  
27.27+0.16(0.59%)
Nov 21, 4:00PM EST 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 excess returns of 5% (net of fees) above the Consumer Price Index and expects annualized volatility of 5-10% over a complete market cycle.
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Sep 11, 2012)
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* -2.26 0.19 0.47 3.36
Beta* 0.70 0.73 0.67 0.60
Mean annual return 0.22 0.62 0.58 0.70
R-squared* 80.21 85.30 87.15 73.37
Standard deviation 4.46 5.14 6.10 6.79
Sharpe ratio 0.57 1.43 1.12 1.01
* Against standard index

Top 10 holdings