GMO Asset Allocation Bond Fund Class III

 (MUTF:GMOBX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.04%
   
1 week   +0.20%
   
4 week   +0.91%
   
3 month   +1.42%
   
YTD   +6.98%
   
1 year   +4.85%
   
3 years*   +2.20%
   
5 years*   +3.56%
   
*annualized
Best 3 month return+5.53%  
Worst 3 month return-2.83%  

Morningstar statistics

Morningstar category: Multisector Bond
  Return Risk Rating
3 years Low Below Average
5 years Low Below Average
10 years     -     - -
Overall Low Below Average

Key statistics

Total assets4.49B 
Front load-  
Deferred load-  
Expense ratio0.40%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash35.16%  
Stocks0.00%  
Bonds64.84%  
Other0.00%  

Purchase information

Initial$10,000,000  
25.51-0.02(-0.08%)
Sep 22, 4:00PM EDT Overall Morningstar RatingTM

Description

The investment seeks total return in excess of that of its benchmark, the Citigroup 3 Month Treasury Bill Index. Under normal circumstances, the fund invests directly and indirectly (e.g., through other GMO Funds or derivatives) at least 80% of its assets in bonds. The term "bond" includes (i) obligations of an issuer to make payments of principal and/or interest (whether fixed or variable) on future dates and (ii) synthetic debt instruments created by GMO by using derivatives (e.g., a futures contract, swap contract, currency forward, or option). It is non-diversified.
Fund filings (PDF) »
Asset manager:
Marc Seidner (Started: Mar 1, 2014)
Advisor Company:
Grantham, Mayo, Van Otterloo & Co., LLC
Fund family reports on Morningstar »
GMO, 40 Rowes Wharf, Boston MA 02110, USA
617-261-0134 (Fax)

Risk

  1 year 3 years 5 years 10 years  
Alpha* -5.00 0.08 0.63     -
Beta* 1.86 0.67 0.67     -
Mean annual return 0.44 0.17 0.30     -
R-squared* 78.26 30.01 34.01     -
Standard deviation 5.03 3.23 3.23     -
Sharpe ratio 1.04 0.62 1.10     -
* Against standard index

Top 10 holdings

Security Net Assets  
US TREASURY TIP 25.27%  
US Treasury TIP 0.125% 24.67%  
US Treasury TIP 1.125% 9.00%  
US TREASURY TIP 5.90%  
GMO US Treasury 3.41%