Performance
Trailing returns
| 1 day | +0.28% |
| |||
| 1 week |
| -0.84% | |||
| 4 week | +0.95% |
| |||
| 3 month | +2.42% |
| |||
| YTD | +2.71% |
| |||
| 1 year | +21.63% |
| |||
| 3 years* | +17.32% |
| |||
| 5 years* | +12.22% |
| |||
| *annualized | |||||
| Best 3 month return | +25.48% | |
| Worst 3 month return | -42.73% |
Morningstar statistics
Morningstar category: Emerging Markets Bond
| Return | Risk | Rating | |
| 3 years | High | Above Average |
|
| 5 years | High | High |
|
| 10 years | High | High |
|
| Overall | High | High |
|
Key statistics
| Total assets | 2.46B | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.72% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 5.69% | |
| Stocks | 2.88% | |
| Bonds | 85.10% | |
| Other | 6.34% |
Purchase information
| Initial | $10,000,000 |
10.62+0.02(0.19%)
May 17, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks total return in excess of that of its benchmark, the J.P. Morgan EMBI Global. The fund invests primarily in external sovereign and quasi-sovereign debt instruments of emerging countries. It normally invests directly and indirectly at least 80% of its assets in debt investments tied economically to emerging countries. The fund typically gains its investment exposure by purchasing debt instruments or by using derivatives, typically credit default swaps. It is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset manager:
Thomas Cooper (Started: Apr 19, 1994)
Thomas Cooper (Started: Apr 19, 1994)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 15.56 | 12.50 | 2.18 | 6.80 | |
| Beta* | 0.35 | 0.61 | 1.99 | 1.56 | |
| Mean annual return | 1.41 | 1.32 | 1.10 | 1.14 | |
| R-squared* | 0.66 | 2.29 | 19.95 | 20.99 | |
| Standard deviation | 8.42 | 9.76 | 15.84 | 12.26 | |
| Sharpe ratio | 1.99 | 1.61 | 0.81 | 0.97 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Bolivarian Republic Venezuela 11.95% | 5.53% | |
| Petroleos De Venezuela Sa 9% | 5.53% | |
| United Mexican Sts Mtn Be 5.75% | 4.21% | |
| Republic Of Congo Sr Unsecured Regs 06/29 Var | 4.02% | |
| Republic Of Argentina Sr Unsecured 12/38 Var | 3.42% | |
| Republic Of Turkey 6.75% | 3.30% | |
| Natl Pwr 9.625% | 2.75% | |
| Brazil Federative Rep 8.25% | 2.35% | |
| United Mexican States Sr Unsecured 02/24 6.75 | 2.28% | |
| Pemex Proj Fdg Master Tr Company Guar Regs 02/25 5.5 | 2.22% |