Performance
Trailing returns
| 1 day |
| -0.19% | |||
| 1 week | +0.75% |
| |||
| 4 week | +3.02% |
| |||
| 3 month | +5.19% |
| |||
| YTD | +7.67% |
| |||
| 1 year | +16.22% |
| |||
| 3 years* | +9.20% |
| |||
| 5 years* | +7.03% |
| |||
| *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 | High | Low |
|
| 10 years | - | - | - |
| Overall | Above Average | Low |
|
Morningstar style Learn more
| Large | |||
| Mid | |||
| Small | |||
| Value | Blend | Growth |
Key statistics
| Total assets | 2.15B | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.92% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 28.11% | |
| Stocks | 49.46% | |
| Bonds | 2.36% | |
| Preferred | 0.06% | |
| Other | 20.02% |
Purchase information
| Initial | $10,000,000 |
27.12+0.17(0.63%)
May 17, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks a positive total return. The fund is a fund of funds and invests primarily in shares of other GMO funds, which may include the International Equity funds, the U.S. Equity funds, the Fixed Income funds, Alpha Only fund, Alternative Asset Opportunity fund, Debt Opportunities fund, High Quality Short-Duration Bond fund, Special Situations fund, World Opportunity Overlay fund, Implementation fund and U.S. Flexible Equities fund. It may invest in U.S. Treasury fund and unaffiliated money market funds.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Jul 23, 2003)
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Jul 23, 2003)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 2.78 | 1.72 | 3.62 | - | |
| Beta* | 0.75 | 0.64 | 0.54 | - | |
| Mean annual return | 0.89 | 0.63 | 0.58 | - | |
| R-squared* | 90.71 | 88.03 | 79.83 | - | |
| Standard deviation | 5.54 | 6.68 | 7.58 | - | |
| Sharpe ratio | 1.92 | 1.12 | 0.88 | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| GMO Implementation | 53.42% | |
| GMO Alpha Only IV | 24.42% | |
| Gmo Alto Fof Mutual Fund | 10.58% | |
| Gmo Tr | 5.78% | |
| GMO Flexible Equities VI | 3.06% | |
| GMO Emerging Country Debt IV | 2.75% |