GMO Domestic Bond Fund Class VI

 (MUTF:GDBSX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.00%  
1 week   +0.00%  
4 week   +0.73%
   
3 month   +1.96%
   
YTD   +0.93%
   
1 year   +7.26%
   
3 years*   +6.85%
   
5 years*   +10.22%
   
*annualized
Best 3 month return+8.78%  
Worst 3 month return-8.49%  

Morningstar statistics

Morningstar category: Intermediate-Term Bond
  Return Risk Rating
3 years High Above Average
5 years High Average
10 years Above Average Above Average
Overall High Average

Key statistics

Total assets190.74M 
Front load-  
Deferred load-  
Expense ratio0.17%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash19.35%  
Stocks0.00%  
Bonds74.53%  
Other6.12%  

Purchase information

Initial$300,000,000  
15.120.00(0.00%)
Feb 10, 4:00PM EST Overall Morningstar RatingTM

Description

The investment seeks total return in excess of that of its benchmark, the Barclays U.S. Government Index. The fund is not pursuing an active investment program and is gradually liquidating its portfolio. It principally holds shares of Short-Duration Collateral Fund ("SDCF") (a fund that primarily holds U.S. asset-backed securities). The Manager does not seek to maintain a specified interest rate duration for the fund. The fund normally invests directly and indirectly (e.g., through other GMO Funds or derivatives) at least 80% of its assets in bonds tied economically to the U.S. The fund is non-diversified.
Fund filings (PDF) »
Asset manager:
Thomas Cooper (Started: Aug 18, 1994)
Advisor Company:
Grantham, Mayo, Van Otterloo & Co., LLC
Fund family reports on Morningstar »
GMO, 40 Rowes Wharf
617-261-0134 (Fax)

Risk

  1 year 3 years 5 years 10 years  
Alpha* 6.99 6.89 8.86 1.83
Beta* 0.29 -0.07 0.17 0.67
Mean annual return 0.59 0.56 0.82 0.45
R-squared* 7.66 0.32 1.95 29.04
Standard deviation 3.68 3.44 3.50 4.19
Sharpe ratio 1.91 1.93 2.77 0.89
* Against standard index

Top 10 holdings