GMO Emerging Country Debt Fund Class IV

 (MUTF:GMDFX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.00%  
1 week
   
-0.17%  
4 week   +4.50%
   
3 month   +7.32%
   
YTD   +14.75%
   
1 year   +13.22%
   
3 years*   +7.30%
   
5 years*   +8.91%
   
*annualized
Best 3 month return+20.28%  
Worst 3 month return-31.87%  

Morningstar statistics

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

Key statistics

Total assets4.16B 
Front load0.75%  
Deferred load-  
Expense ratio0.49%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash10.78%  
Stocks1.11%  
Bonds84.89%  
Other3.23%  

Purchase information

Initial$250,000,000  
29.330.00(0.00%)
Jul 21, 8:00PM 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 market sovereign or quasi-sovereign issuers that usually is denominated in U.S. dollars, Euros, Japanese yen, Swiss francs or British pounds sterling. Under normal circumstances, it invests directly and indirectly at least 80% of its assets in debt investments tied economically to emerging countries (see "Name Policies"). It is non-diversified.
Fund filings (PDF) »
Asset managers:
Tina Vandersteel (Started: Oct 1, 2015)
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* 3.28 4.44 5.19 2.53
Beta* 1.26 0.77 0.95 1.57
Mean annual return 0.89 0.63 0.73 0.83
R-squared* 10.34 6.57 8.24 16.57
Standard deviation 9.04 7.99 9.15 12.42
Sharpe ratio 1.16 0.94 0.95 0.72
* Against standard index

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