GMO Benchmark-Free Allocation Fund Class III

 (MUTF:GBMFX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.12%
   
1 week   +0.04%
   
4 week
   
-1.37%  
3 month
   
-3.49%  
YTD   +0.03%
   
1 year
   
-2.08%  
3 years*   +5.17%
   
5 years*   +6.13%
   
*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 Low
10 years Above Average Low
Overall Average Low
Morningstar style  Learn more
      Large
      Mid
      Small
Value Blend Growth  

Key statistics

Total assets22.27B 
Front load-  
Deferred load-  
Expense ratio0.90%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash38.96%  
Stocks43.09%  
Bonds7.20%  
Preferred0.44%  
Other10.31%  

Purchase information

Initial$0  
25.52+0.03(0.12%)
Aug 4, 4:00PM 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 excess returns of 5% (net of fees) above the Consumer Price Index and the adviser 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* -2.52 -1.08 0.92 2.69
Beta* 0.86 0.82 0.66 0.60
Mean annual return -0.18 0.50 0.60 0.61
R-squared* 68.06 78.78 82.35 73.16
Standard deviation 5.92 5.03 5.74 6.78
Sharpe ratio -0.36 1.19 1.24 0.88
* Against standard index

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