GMO Asset Allocation Bond Fund Class III

 (MUTF:GMOBX)   Watch this mutual fund  
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Performance

Trailing returns

1 day
   
-0.05%  
1 week
   
-1.13%  
4 week
   
-0.73%  
3 month
   
-2.36%  
YTD
   
-0.45%  
1 year
   
-10.29%  
3 years*   +0.12%
   
5 years*   +1.26%
   
*annualized
Best 3 month return+6.03%  
Worst 3 month return-8.91%  

Morningstar statistics

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

Key statistics

Total assets2.27B 
Front load-  
Deferred load-  
Expense ratio0.41%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash42.11%  
Stocks3.69%  
Bonds56.96%  
Other-2.75%  

Purchase information

Initial$10,000,000  
21.65-0.12(-0.55%)
Feb 8, 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)
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* -9.88 -1.05 -0.71     -
Beta* -0.73 0.76 0.61     -
Mean annual return -0.81 0.05 0.12     -
R-squared* 5.06 12.67 11.27     -
Standard deviation 7.88 6.35 4.98     -
Sharpe ratio -1.23 0.09 0.28     -
* Against standard index

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