Performance
Trailing returns
| 1 day | +0.99% |
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| 1 week | +1.58% |
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| 4 week | +7.19% |
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| 3 month | +8.90% |
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| YTD | +13.03% |
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| 1 year | +28.47% |
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| 3 years* | - | ||||
| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +8.10% | |
| Worst 3 month return | -1.68% |
Morningstar statistics
Morningstar category: World Allocation
Morningstar style Learn more
| Large | |||
| Mid | |||
| Small | |||
| Value | Blend | Growth |
Key statistics
| Total assets | 3.10B | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.03% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 12.78% | |
| Stocks | 77.68% | |
| Bonds | 0.18% | |
| Preferred | 0.05% | |
| Other | 9.31% |
Purchase information
| Initial | $0 |
12.23+0.12(0.99%)
May 17, 4:00PM EDT
Description
The investment seeks positive total return, not "relative return." The manager pursues investment strategies for the fund that are intended to complement the strategies being pursued by the manager in GMO Benchmark-Free Allocation Fund. Accordingly, the fund is not intended as a stand-alone investment. The manager uses multi-year forecasts of relative value and risk to determine the fund's strategic direction. Depending on the manager's outlook, it may have exposure to any asset class (e.g., foreign equity, U.S. equity, emerging country equity, emerging country debt, foreign fixed income, and U.S. fixed income). The fund is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset manager:
Ben Inker (Started: Mar 1, 2012)
Ben Inker (Started: Mar 1, 2012)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 4.95 | - | - | - | |
| Beta* | 1.14 | - | - | - | |
| Mean annual return | 1.41 | - | - | - | |
| R-squared* | 92.06 | - | - | - | |
| Standard deviation | 8.33 | - | - | - | |
| Sharpe ratio | 2.02 | - | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Johnson & Johnson (JNJ) | 1.82% | |
| Oracle Corporation (ORCL) | 1.78% | |
| Google, Inc. Class A (GOOG) | 1.77% | |
| Coca-Cola Co (KO) | 1.67% | |
| Cisco Systems Inc (CSCO) | 1.57% | |
| Total SA (FP) | 1.56% | |
| Pfizer Inc (PFE) | 1.47% | |
| Microsoft Corporation (MSFT) | 1.45% | |
| Sanofi (SAN) | 1.35% | |
| Philip Morris International, Inc. (PM) | 1.33% |