GMO Alpha Only Fund Class III

 (MUTF:GGHEX)   Watch this mutual fund  
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Performance

Trailing returns

1 day
   
-0.18%  
1 week   +0.09%
   
4 week
   
-0.74%  
3 month
   
-0.74%  
YTD   +1.28%
   
1 year   +0.60%
   
3 years*
   
-1.15%  
5 years*
   
-0.50%  
*annualized
Best 3 month return+10.08%  
Worst 3 month return-8.37%  

Morningstar statistics

Morningstar category: Market Neutral
  Return Risk Rating
3 years Below Average Below Average
5 years Below Average Below Average
10 years Average Average
Overall Below Average Below Average
Morningstar style  Learn more
      Large
      Mid
      Small
Value Blend Growth  

Key statistics

Total assets279.94M 
Front load-  
Deferred load-  
Expense ratio0.66%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash9.80%  
Stocks84.76%  
Bonds0.00%  
Preferred0.69%  
Other4.74%  

Purchase information

Initial$10,000,000  
21.61-0.04(-0.18%)
Jul 21, 8:00PM EDT Overall Morningstar RatingTM

Description

The investment seeks total return greater than that of its benchmark, the Citigroup 3-Month Treasury Bill Index. To gain long investment exposure, the fund invests in securities directly and may invest in other GMO Funds. To gain short investment exposure, the fund typically invests in over-the-counter (OTC) and exchange-traded derivatives (including futures, swaps and currency forwards) and sells securities short, including short sales of securities the fund does not own. The fund is non-diversified.
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Dec 31, 1996)
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* -3.30 -2.45 -1.58 0.05
Beta* 0.83 0.28 0.33 -0.02
Mean annual return 0.13 -0.11 -0.02 0.08
R-squared* 33.84 7.09 10.31 0.04
Standard deviation 3.29 2.76 2.88 4.00
Sharpe ratio 0.43 -0.49 -0.12 -0.01
* Against standard index

Top 10 holdings

Security Net Assets  
Johnson & Johnson (JNJ) 3.56%  
Procter & Gamble Co (PG) 3.42%  
Alphabet Inc A (GOOGL) 3.34%  
Microsoft Corp (MSFT) 3.32%  
Oracle Corp (ORCL) 2.62%  
Coca-Cola Co (KO) 2.54%  
Philip Morris International, Inc. (PM) 2.50%  
Cisco Systems Inc (CSCO) 2.41%  
Apple Inc (AAPL) 2.30%  
Express Scripts (ESRX) 2.07%