Performance
Trailing returns
| 1 day |
| -0.86% | |||
| 1 week | +0.06% |
| |||
| 4 week | +6.07% |
| |||
| 3 month | +8.74% |
| |||
| YTD | +10.88% |
| |||
| 1 year | +32.25% |
| |||
| 3 years* | +13.43% |
| |||
| 5 years* |
| -1.27% | |||
| *annualized | |||||
| Best 3 month return | +31.66% | |
| Worst 3 month return | -35.15% |
Morningstar statistics
Morningstar category: Foreign Large Value
| Return | Risk | Rating | |
| 3 years | Above Average | Average |
 
|
| 5 years | Above Average | Average |
|
| 10 years | Average | Average |
|
| Overall | Above Average | Average |
|
Morningstar style Learn more
| Large | |||
| Mid | |||
| Small | |||
| Value | Blend | Growth |
Key statistics
| Total assets | 4.71B | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.44% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 2.59% | |
| Stocks | 97.53% | |
| Bonds | 0.00% | |
| Other | -0.12% |
Purchase information
| Initial | $300,000,000 |
30.47-0.28(-0.91%)
May 24, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks high total return. The fund typically invests directly and indirectly (e.g., through underlying funds or derivatives) in equity securities of companies tied economically to countries other than the U.S., including both developed and emerging countries. It normally invests directly and indirectly at least 80% of its assets in equity investments.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
David Cowan (Started: Sep 11, 2012)
Thomas Hancock (Started: Jan 29, 2002)
David Cowan (Started: Sep 11, 2012)
Thomas Hancock (Started: Jan 29, 2002)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 0.72 | 0.99 | 0.06 | 0.14 | |
| Beta* | 0.98 | 0.98 | 0.98 | 0.98 | |
| Mean annual return | 1.63 | 0.82 | 0.15 | 0.88 | |
| R-squared* | 96.10 | 97.70 | 97.84 | 97.34 | |
| Standard deviation | 16.29 | 19.33 | 23.04 | 18.18 | |
| Sharpe ratio | 1.19 | 0.51 | 0.07 | 0.49 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Total SA (FP) | 3.77% | |
| Sanofi (SAN) | 2.84% | |
| Future Contract On S&P/Tsx 60 Ix Fut Mar13 /Cad/ | 2.50% | |
| AstraZeneca PLC (AZN) | 2.32% | |
| BP PLC (BPAQF) | 2.31% | |
| Banco Santander SA (BCDRF) | 2.00% | |
| GMO US Treasury | 1.90% | |
| Future Contract On Ftse/Mib Idx Fut Mar13 /Eur/ | 1.89% | |
| Rio Tinto PLC (RTPPF) | 1.76% | |
| E. On SE (ENAKF) | 1.60% |