Performance
Trailing returns
| 1 day | +0.12% |
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| 1 week | +0.18% |
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| 4 week | +0.84% |
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| 3 month | +1.89% |
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| YTD | +3.66% |
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| 1 year | +8.93% |
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| 3 years* | +8.23% |
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| 5 years* | +6.37% |
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| *annualized | |||||
| Best 3 month return | +10.43% | |
| Worst 3 month return | -17.52% |
Morningstar statistics
Morningstar category: Multisector Bond
| Return | Risk | Rating | |
| 3 years | Average | Below Average |
 
|
| 5 years | Below Average | Average |
|
| 10 years | - | - | - |
| Overall | Below Average | Average |
|
Key statistics
| Total assets | 1.85B | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.33% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 46.78% | |
| Stocks | 0.11% | |
| Bonds | 49.54% | |
| Other | 3.56% |
Purchase information
| Initial | $300,000,000 |
16.72-0.03(-0.18%)
May 22, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks total return in excess of that of its benchmark, the J.P. Morgan U.S. 3 Month Cash Index. The fund normally invests directly and indirectly at least 80% of its assets in fixed income securities (see "Name Policies"). It is permitted to invest in fixed income securities of any kind (e.g., fixed income securities of any maturity, duration or credit quality). The fund may invest in any sector of the fixed income market and is not required to maintain a minimum or maximum allocation of investments in any one sector. It is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Sep 11, 2012)
Thomas Cooper (Started: May 17, 2006)
Ben Inker (Started: Jun 30, 2010)
Sam Wilderman (Started: Sep 11, 2012)
Thomas Cooper (Started: May 17, 2006)
Ben Inker (Started: Jun 30, 2010)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 8.90 | 3.26 | 3.64 | - | |
| Beta* | -0.02 | 0.85 | 0.47 | - | |
| Mean annual return | 0.74 | 0.66 | 0.54 | - | |
| R-squared* | 0.09 | 32.97 | 5.24 | - | |
| Standard deviation | 1.64 | 3.59 | 7.32 | - | |
| Sharpe ratio | 5.38 | 2.17 | 0.84 | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| GMO World Opportunity Overlay | 28.36% | |
| GMO Short Duration Collateral | 25.72% | |
| 10yr Japan Govt Bond Ftrs Tse Mar13 Xtks | 25.45% | |
| GMO US Treasury | 25.19% | |
| 10yr Govt Of Canada Bond Ftrs Jun13 Xmon | 23.08% | |
| Uk Long Gilt Bond Futures Jun13 Xlif | 18.52% | |
| Us 10yr Note (Cbt)jun13 Xcbt 20130619 | 17.30% | |
| US Treasury Note 2.375% | 11.02% | |
| 10yr Australian Tbond Futures Mar13 Xsfe | 7.71% | |
| GMO Emerging Country Debt IV | 4.49% |