GMO Asset Allocation Bond Fund Class III

 (MUTF:GMOBX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +2.22%
   
1 week   +2.42%
   
4 week   +5.33%
   
3 month   +7.69%
   
YTD   +4.91%
   
1 year   +13.37%
   
3 years*   +4.21%
   
5 years*   +4.17%
   
*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 Low
10 years     -     - -
Overall Low Low

Key statistics

Total assets5.26B 
Front load-  
Deferred load-  
Expense ratio0.40%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash112.73%  
Stocks0.00%  
Bonds0.00%  
Other0.00%  

Purchase information

Initial$10,000,000  
26.35-0.09(-0.34%)
Jan 26, 4:00PM EST 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)
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* 3.50 0.79 0.90     -
Beta* 0.97 0.65 0.57     -
Mean annual return 0.77 0.21 0.29     -
R-squared* 41.71 27.47 26.58     -
Standard deviation 3.48 3.30 2.96     -
Sharpe ratio 2.63 0.75 1.13     -
* Against standard index

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