GMO Inflation Indexed Plus Bond III

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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 assets23.85M 
Front load-  
Deferred load-  
Expense ratio0.44%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash24.99%  
Stocks0.24%  
Bonds72.07%  
Other2.70%  

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) »
Asset manager:
Thomas Cooper (Started: Jun 29, 2006)
Advisor Company:
Grantham, Mayo, Van Otterloo & Co., LLC
Fund family reports on Morningstar »
GMO, 40 Rowes Wharf
617-261-0134 (Fax)

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

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