GMO Asset Allocation Bond Fund Class III

 (MUTF:GMOBX)   Watch this mutual fund  
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Performance

Trailing returns

1 day
   
-0.08%  
1 week
   
-0.08%  
4 week   +0.06%
   
3 month   +2.38%
   
YTD   +5.77%
   
1 year   +3.20%
   
3 years*   +1.96%
   
5 years*   +3.81%
   
*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 assets4.57B 
Front load-  
Deferred load-  
Expense ratio0.40%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash4.37%  
Stocks0.00%  
Bonds95.63%  
Other0.00%  

Purchase information

Initial$10,000,000  
25.27+0.03(0.12%)
Jul 25, 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* -6.06 -0.17 0.62     -
Beta* 2.25 0.60 0.67     -
Mean annual return 0.30 0.17 0.32     -
R-squared* 91.16 26.56 34.59     -
Standard deviation 5.64 3.23 3.24     -
Sharpe ratio 0.63 0.61 1.16     -
* Against standard index

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