GMO Benchmark-Free Allocation Fund Class III

 (MUTF:GBMFX)   Watch this mutual fund  
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Performance

Trailing returns

1 day
   
-0.19%  
1 week
   
-0.83%  
4 week
   
-2.15%  
3 month   +0.87%
   
YTD   +1.58%
   
1 year   +2.50%
   
3 years*   +5.75%
   
5 years*   +6.17%
   
*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 assets21.67B 
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  
26.32-0.11(-0.42%)
Mar 27, 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 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* 0.74 0.30 0.90 2.96
Beta* 0.74 0.77 0.67 0.59
Mean annual return 0.40 0.57 0.59 0.64
R-squared* 65.73 82.98 85.53 73.54
Standard deviation 5.01 5.28 6.14 6.73
Sharpe ratio 0.95 1.28 1.15 0.93
* Against standard index

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