Performance
Trailing returns
| 1 day |
| -0.13% | |||
| 1 week |
| -1.01% | |||
| 4 week |
| -0.51% | |||
| 3 month | +1.23% |
| |||
| YTD |
| -0.26% | |||
| 1 year | +10.43% |
| |||
| 3 years* | +13.04% |
| |||
| 5 years* | +7.25% |
| |||
| *annualized | |||||
| Best 3 month return | +11.11% | |
| Worst 3 month return | -25.84% |
Morningstar statistics
Morningstar category: Inflation-Protected Bond
| Return | Risk | Rating | |
| 3 years | High | High |
|
| 5 years | High | High |
|
| 10 years | - | - | - |
| Overall | High | High |
|
Key statistics
| Total assets | 23.85M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.44% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 24.99% | |
| Stocks | 0.24% | |
| Bonds | 72.07% | |
| Other | 2.70% |
Purchase information
| Initial | $10,000,000 |
15.44+0.12(0.79%)
Jan 31, 4:00PM EST
Overall Morningstar RatingTM
Description
The investment seeks total return in excess of that of its benchmark, the Barclays U.S. Treasury Inflation Notes 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 in global interest rate, currency and credit markets. The fund normally invests directly and indirectly (e.g., through other GMO funds or derivatives) at least 80% of its assets in inflation indexed bonds. It is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset manager:
Thomas Cooper (Started: Jun 29, 2006)
Thomas Cooper (Started: Jun 29, 2006)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 3.22 | 5.44 | 1.59 | - | |
| Beta* | 2.34 | 1.32 | 1.12 | - | |
| Mean annual return | 1.07 | 1.12 | 0.68 | - | |
| R-squared* | 89.70 | 39.31 | 14.67 | - | |
| Standard deviation | 4.97 | 5.11 | 10.40 | - | |
| Sharpe ratio | 2.56 | 2.61 | 0.74 | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| GMO Short Duration Collateral | 21.74% | |
| GMO World Opportunity Overlay | 21.71% | |
| 10yr Australian Tbond Futures Dec12 Xsfe | 13.65% | |
| 10yr Japan Govt Bond Ftrs Tse Dec12 Xtks | 13.62% | |
| US Treasury Bond 2.375% | 11.66% | |
| US Treasury Bond 2.125% | 7.41% | |
| GMO Emerging Country Debt IV | 4.37% | |
| US Treasury Note 0.125% | 4.34% | |
| Uk Long Gilt Bond Futures Mar13 Xlif | 3.71% | |
| US Treasury Bond | 3.54% |