GMO Asset Allocation Bond Fund Class III

 (MUTF:GMOBX)   Watch this mutual fund  
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Performance

Trailing returns

1 day
   
-0.12%  
1 week   +0.04%
   
4 week   +1.88%
   
3 month   +2.61%
   
YTD   +8.87%
   
1 year   +6.22%
   
3 years*   +2.60%
   
5 years*   +3.10%
   
*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 Below Average Below Average
10 years     -     - -
Overall Below Average Below Average

Key statistics

Total assets5.32B 
Front load-  
Deferred load-  
Expense ratio0.40%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash112.73%  
Stocks0.00%  
Bonds17.29%  
Other0.00%  

Purchase information

Initial$10,000,000  
25.98-0.03(-0.12%)
Nov 25, 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 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* -1.10 0.66 0.67     -
Beta* 1.35 0.62 0.62     -
Mean annual return 0.37 0.20 0.27     -
R-squared* 55.38 26.20 31.55     -
Standard deviation 4.74 3.27 3.12     -
Sharpe ratio 0.92 0.71 1.02     -
* Against standard index

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