GMO Emerging Markets Fund Class III

 (MUTF:GMOEX)   Watch this mutual fund  
Find more results for MUTF:GMOEX

Performance

Trailing returns

1 day   +0.38%
   
1 week   +2.02%
   
4 week
   
-1.57%  
3 month
   
-8.20%  
YTD
   
-2.12%  
1 year
   
-6.48%  
3 years*
   
-0.92%  
5 years*   +2.42%
   
*annualized
Best 3 month return+54.92%  
Worst 3 month return-45.24%  

Morningstar statistics

Morningstar category: Diversified Emerging Mkts
  Return Risk Rating
3 years Low Above Average
5 years Below Average Above Average
10 years Average Average
Overall Below Average Above Average
Morningstar style  Learn more
      Large
      Mid
      Small
Value Blend Growth  

Key statistics

Total assets7.15B 
Front load-  
Deferred load-  
Expense ratio1.03%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash0.99%  
Stocks93.82%  
Bonds0.00%  
Preferred4.38%  
Other0.80%  

Purchase information

Initial$50,000,000  
10.63+0.04(0.38%)
Oct 29, 4:00PM EDT Overall Morningstar RatingTM

Description

The investment seeks total return in excess of that of its benchmark, the S&P/IFCI Composite Index. Under normal circumstances, the fund invests directly and indirectly at least 80% of its assets in investments tied economically to emerging markets. It typically invests directly and indirectly (e.g., through underlying funds or derivatives) in equities of companies tied economically to emerging markets. "Emerging markets" include all markets that are not treated as "developed markets" in the MSCI World Index or MSCI EAFE Index. The fund is non-diversified.
Fund filings (PDF) »
Asset manager:
Arjun Divecha (Started: Dec 9, 1993)
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* -6.23 -8.08 -3.23 1.77
Beta* 1.27 1.11 1.10 1.21
Mean annual return 0.02 0.46 0.39 1.00
R-squared* 72.87 84.14 86.40 88.84
Standard deviation 14.80 17.39 19.48 24.37
Sharpe ratio 0.01 0.31 0.24 0.43
* Against standard index

Top 10 holdings

Security Net Assets  
Samsung Electronics Co Ltd (SSNLF) 3.04%  
OAO Gazprom ADR (OGZPY) 2.95%  
OAO Lukoil ADR (LUKOY) 2.74%  
China Mobile Ltd (CHLKF) 2.22%  
China Construction Bank Corp H Shares (CICHF) 2.20%  
KGHM Polska Miedz SA (KGHPF) 2.15%  
Industrial And Commercial Bank Of China Ltd H Shares (IDCBF) 2.06%  
Banco do Brasil SA BB Brasil (BBAS3) 1.98%  
Bank Of China Ltd. H Shares (BACHF) 1.94%  
CEZ AS (CZAVF) 1.70%