Performance
Trailing returns
| 1 day | +0.04% |
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| 1 week | +1.87% |
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| 4 week | +9.06% |
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| 3 month | +12.77% |
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| YTD | +18.26% |
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| 1 year | +40.50% |
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| 3 years* | +12.22% |
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| 5 years* | +1.77% |
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| *annualized | |||||
| Best 3 month return | +16.37% | |
| Worst 3 month return | -25.06% |
Morningstar statistics
Morningstar category: Foreign Large Blend
| Return | Risk | Rating | |
| 3 years | Average | Low |
|
| 5 years | High | Low |
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| 10 years | Below Average | Low |
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| Overall | Average | Low |
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Morningstar style Learn more
| Large | |||
| Mid | |||
| Small | |||
| Value | Blend | Growth |
Key statistics
| Total assets | 2.26B | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.70% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 5.19% | |
| Stocks | 94.79% | |
| Bonds | 0.00% | |
| Other | 0.02% |
Purchase information
| Initial | $10,000,000 |
27.25-0.09(-0.33%)
May 22, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks total return greater than that of its benchmark, the MSCI EAFE Index (Hedged). The fund is a fund of funds and invests primarily in other GMO funds. It normally invests directly and indirectly at least 80% of its assets in equity investments. The fund may invest in International Core Equity fund, International Intrinsic Value fund, International Large/Mid Cap Value fund, International Growth Equity fund, International Small Companies fund, Asset Allocation International Small Companies fund, and Flexible Equities fund and may invest in securities directly.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
David Cowan (Started: Sep 11, 2012)
Ben Inker (Started: Jun 30, 1995)
David Cowan (Started: Sep 11, 2012)
Ben Inker (Started: Jun 30, 1995)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 11.55 | 2.45 | 1.33 | 1.28 | |
| Beta* | 0.62 | 0.58 | 0.61 | 0.64 | |
| Mean annual return | 1.96 | 0.64 | 0.21 | 0.72 | |
| R-squared* | 93.66 | 85.92 | 88.08 | 82.70 | |
| Standard deviation | 10.41 | 12.10 | 15.17 | 12.84 | |
| Sharpe ratio | 2.24 | 0.63 | 0.15 | 0.54 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| GMO Intl Intrinsic Value IV | 73.99% | |
| GMO International Growth Equity IV | 24.79% |