Performance
Trailing returns
| 1 day | +0.55% |
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| 1 week | +1.68% |
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| 4 week |
| -2.58% | |||
| 3 month | +3.78% |
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| YTD | +9.29% |
| |||
| 1 year | +22.23% |
| |||
| 3 years* | +12.61% |
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| 5 years* | +4.15% |
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| *annualized | |||||
| Best 3 month return | +24.15% | |
| Worst 3 month return | -26.39% |
Morningstar statistics
Morningstar category: World Stock
| Return | Risk | Rating | |
| 3 years | Average | Below Average |
 
|
| 5 years | Average | Below Average |
|
| 10 years | Average | Below Average |
|
| Overall | Average | Below Average |
|
Morningstar style Learn more
| Large | |||
| Mid | |||
| Small | |||
| Value | Blend | Growth |
Key statistics
| Total assets | 2.60B | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.56% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 2.80% | |
| Stocks | 96.30% | |
| Bonds | 0.00% | |
| Preferred | 0.17% | |
| Other | 0.74% |
Purchase information
| Initial | $10,000,000 |
8.91-0.15(-1.66%)
Jun 19, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks total return greater than that of its benchmark, the MSCI ACWI Index. The fund is a fund of funds and invests primarily in shares of the International Equity funds and the U.S. Equity funds. It may invest in shares of other GMO funds, including the Fixed Income funds, Alpha Only fund, Alternative Asset Opportunity fund and U.S. Flexible Equities fund (the GMO funds in which the fund invests are collectively referred to herein as the "underlying funds") and may hold securities directly.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Dec 31, 1996)
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Dec 31, 1996)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 2.79 | 4.80 | 3.72 | 1.67 | |
| Beta* | 0.70 | 0.75 | 0.75 | 0.75 | |
| Mean annual return | 1.88 | 1.15 | 0.39 | 0.78 | |
| R-squared* | 86.33 | 95.09 | 95.43 | 93.10 | |
| Standard deviation | 7.00 | 13.91 | 17.80 | 14.10 | |
| Sharpe ratio | 3.20 | 0.99 | 0.25 | 0.54 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| GMO US Flexible Equities VI | 38.21% | |
| GMO International Core Equity VI | 21.13% | |
| GMO Emerging Markets VI | 14.64% | |
| GMO Intl Intrinsic Value IV | 12.55% | |
| GMO Currency Hedged Intl Equity III | 7.02% | |
| GMO US Core Equity VI | 3.50% | |
| GMO Flexible Equities VI | 1.60% | |
| GMO International Growth Equity IV | 1.35% | |
| GMO Special Purpose Holding | 0.00% | |
| GMO Special Purpose Holding Co | 0.00% |