GMO Benchmark-Free Allocation Fund Class III

 (MUTF:GBMFX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.15%
   
1 week   +0.67%
   
4 week   +2.50%
   
3 month   +2.63%
   
YTD   +4.11%
   
1 year   +4.91%
   
3 years*   +6.86%
   
5 years*   +7.07%
   
*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 assets20.23B 
Front load-  
Deferred load-  
Expense ratio0.86%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash34.72%  
Stocks50.52%  
Bonds10.91%  
Preferred0.30%  
Other8.76%  

Purchase information

Initial$0  
27.02-0.02(-0.07%)
Mar 4, 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* 0.26 0.22 0.59 3.02
Beta* 0.66 0.76 0.66 0.59
Mean annual return 0.33 0.57 0.55 0.64
R-squared* 63.55 83.32 85.06 73.15
Standard deviation 4.62 5.25 6.05 6.73
Sharpe ratio 0.86 1.28 1.07 0.93
* Against standard index

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