GMO Asset Allocation Bond Fund Class III

 (MUTF:GMOBX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.68%
   
1 week   +0.13%
   
4 week
   
-1.24%  
3 month
   
-1.54%  
YTD
   
-4.60%  
1 year
   
-1.45%  
3 years*   +0.75%
   
5 years*   +1.68%
   
*annualized
Best 3 month return+6.03%  
Worst 3 month return-8.91%  

Morningstar statistics

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

Key statistics

Total assets4.57B 
Front load-  
Deferred load-  
Expense ratio0.41%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash71.97%  
Stocks2.16%  
Bonds24.96%  
Other0.91%  

Purchase information

Initial$10,000,000  
22.41+0.11(0.49%)
Aug 28, 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 managers:
Sam Wilderman (Started: Nov 3, 2014)
Michael Emanuel (Started: Feb 6, 2015)
Greg Jones (Started: Feb 6, 2015)
Ben Inker (Started: Nov 3, 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* -1.39 0.14 0.25     -
Beta* 0.65 0.79 0.64     -
Mean annual return 0.04 0.12 0.20     -
R-squared* 5.42 14.06 13.64     -
Standard deviation 9.20 6.07 4.86     -
Sharpe ratio 0.05 0.23 0.47     -
* Against standard index

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