GMO Currency Hedged International Equity Fund Class III

 (MUTF:GMOCX)   Watch this mutual fund  
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Performance

Trailing returns

1 day
   
-0.26%  
1 week   +0.41%
   
4 week   +1.88%
   
3 month   +6.31%
   
YTD   +6.56%
   
1 year   +22.13%
   
3 years*   +12.91%
   
5 years*   +12.11%
   
*annualized
Best 3 month return+16.37%  
Worst 3 month return-25.06%  

Morningstar statistics

Morningstar category: Foreign Large Value
  Return Risk Rating
3 years High Low
5 years Above Average Low
10 years Average Low
Overall Above Average Low
Morningstar style  Learn more
      Large
      Mid
      Small
Value Blend Growth  

Key statistics

Total assets36.56M 
Front load-  
Deferred load-  
Expense ratio0.69%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash3.14%  
Stocks96.37%  
Bonds0.00%  
Preferred0.16%  
Other0.33%  

Purchase information

Initial$10,000,000  
17.59-4.82(-21.51%)
Jun 3, 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 Manager uses multi-year forecasts of returns and risk among major sectors in the international equity markets (e.g., large-cap value, large-cap growth, large-cap core, small- and mid-cap value, and small- and mid-cap growth) to select the underlying funds and decide how much to invest in each.
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Jun 30, 1995)
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* 8.87 8.26 5.04 1.87
Beta* 0.78 0.62 0.62 0.62
Mean annual return 1.68 0.99 1.01 0.69
R-squared* 94.77 80.71 79.72 81.35
Standard deviation 9.84 11.41 11.67 13.01
Sharpe ratio 2.04 1.04 1.03 0.52
* Against standard index

Top 10 holdings

Security Net Assets  
GMO International Equity IV 99.61%