Performance
Trailing returns
| 1 day | +0.00% | ||||
| 1 week | +0.18% |
| |||
| 4 week | +1.78% |
| |||
| 3 month | +3.70% |
| |||
| YTD | +6.29% |
| |||
| 1 year | +16.11% |
| |||
| 3 years* | +7.43% |
| |||
| 5 years* | +7.57% |
| |||
| *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 | Above Average | Above Average |
 
|
| 5 years | Above Average | Above Average |
|
| 10 years | Average | Above Average |
|
| Overall | Above Average | Above Average |
|
Key statistics
| Total assets | 207.58M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.17% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 20.66% | |
| Stocks | 0.00% | |
| Bonds | 73.32% | |
| Other | 6.02% |
Purchase information
| Initial | $300,000,000 |
16.580.00(0.00%)
May 24, 4:00PM EDT
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. The fund has also invested in and may continue to hold U.S. bonds. It normally invests directly and indirectly at least 80% of its assets in bonds tied economically to the U.S. The fund is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset manager:
Thomas Cooper (Started: Aug 18, 1994)
Thomas Cooper (Started: Aug 18, 1994)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 15.45 | 8.44 | 4.10 | 0.96 | |
| Beta* | -0.46 | -0.30 | 0.52 | 0.81 | |
| Mean annual return | 1.16 | 0.58 | 0.60 | 0.44 | |
| R-squared* | 8.43 | 6.75 | 13.90 | 41.61 | |
| Standard deviation | 3.07 | 2.80 | 4.88 | 4.44 | |
| Sharpe ratio | 4.50 | 2.44 | 1.40 | 0.80 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| GMO Short Duration Collateral | 80.68% | |
| GMO US Treasury | 0.17% | |
| GMO Special Purpose Holding | 0.00% |