Performance
Trailing returns
| 1 day |
| -0.11% | |||
| 1 week | +0.11% |
| |||
| 4 week | +0.67% |
| |||
| 3 month | +3.89% |
| |||
| YTD | +4.37% |
| |||
| 1 year | +12.88% |
| |||
| 3 years* | +8.69% |
| |||
| 5 years* | +7.73% |
| |||
| *annualized | |||||
| Best 3 month return | +8.56% | |
| Worst 3 month return | -12.75% |
Morningstar statistics
Morningstar category: World Bond
| Return | Risk | Rating | |
| 3 years | High | Below Average |
|
| 5 years | Above Average | Below Average |
|
| 10 years | Average | Below Average |
|
| Overall | Above Average | Below Average |
|
Key statistics
| Total assets | 72.42M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.43% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 16.49% | |
| Stocks | 0.10% | |
| Bonds | 81.29% | |
| Other | 2.11% |
Purchase information
| Initial | $10,000,000 |
9.04-0.01(-0.11%)
May 24, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks total return in excess of that of its benchmark, the J.P. Morgan Non-U.S. Government Bond (Hedged) (ex-Japan) Index. The fund's investment program has two principal components. One component seeks to replicate the fund's benchmark. The second component seeks to add value relative to the fund's benchmark by taking positions that may be unrelated to its benchmark. It normally invests directly and indirectly at least 80% of its assets in bonds. The fund is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset manager:
Thomas Cooper (Started: Sep 30, 1994)
Thomas Cooper (Started: Sep 30, 1994)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 7.96 | 2.28 | 3.05 | 1.44 | |
| Beta* | 1.62 | 1.27 | 0.80 | 0.77 | |
| Mean annual return | 1.15 | 0.76 | 0.64 | 0.47 | |
| R-squared* | 57.87 | 48.41 | 20.76 | 28.15 | |
| Standard deviation | 4.16 | 4.42 | 6.24 | 5.10 | |
| Sharpe ratio | 3.29 | 2.04 | 1.17 | 0.76 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| German Euro Bobl Futures Mar13 Xeur | 26.65% | |
| 10yr Japan Govt Bond Ftrs Tse Mar13 Xtks | 18.96% | |
| GMO World Opportunity Overlay | 18.67% | |
| GMO Short Duration Collateral | 12.68% | |
| Us 10yr Note (Cbt)jun13 Xcbt 20130619 | 12.44% | |
| 10yr Govt Of Canada Bond Ftrs Jun13 Xmon | 8.82% | |
| GMO US Treasury | 8.14% | |
| Buoni Poliennali Del Tes Bonds 08/34 5. | 7.86% | |
| Canada Govt 3.5% | 6.63% | |
| France(Govt Of) 4% | 6.01% |