GMO Emerging Country Debt Fund Class III

 (MUTF:GMCDX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.00%  
1 week   +0.39%
   
4 week   +4.08%
   
3 month   +6.92%
   
YTD   +6.14%
   
1 year   +2.70%
   
3 years*   +11.15%
   
5 years*   +20.16%
   
*annualized
Best 3 month return+20.29%  
Worst 3 month return-31.87%  

Morningstar statistics

Morningstar category: Emerging Markets Bond
  Return Risk Rating
3 years High Average
5 years High Above Average
10 years High High
Overall High Above Average

Key statistics

Total assets3.10B 
Front load-  
Deferred load-  
Expense ratio0.62%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash10.19%  
Stocks1.88%  
Bonds79.39%  
Other8.54%  

Purchase information

Initial$10,000,000  
10.200.00(0.00%)
Apr 23, 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 debt of emerging countries that is issued by a sovereign or its instrumentalities outside the country of the issuer and usually is denominated in the currency of the country in which it is issued (e.g., U.S. dollar, Euro, Japanese yen, Swiss franc and British pound sterling). Under normal circumstances, the fund invests directly and indirectly (e.g., through other GMO Funds or derivatives) at least 80% of its assets in debt investments tied economically to emerging countries. It is non-diversified.
Fund filings (PDF) »
Asset manager:
Thomas Cooper (Started: Apr 19, 1994)
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* 3.43 7.06 13.21 5.32
Beta* 1.85 1.03 1.31 1.66
Mean annual return 0.28 0.91 1.62 0.97
R-squared* 37.97 8.92 12.30 20.87
Standard deviation 10.60 9.80 10.53 12.44
Sharpe ratio 0.31 1.10 1.83 0.80
* Against standard index

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