GMO Implementation Fund

 (MUTF:GMO_IMPL_1GKK8O8)   Watch this mutual fund  
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Performance

Trailing returns

1 day
   
-0.22%  
1 week
   
-0.30%  
4 week
   
-0.60%  
3 month   +3.25%
   
YTD   +5.37%
   
1 year   +11.90%
   
3 years*   -  
5 years*   -  
*annualized
Best 3 month return+8.24%  
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 assets12.40B 
Front load-  
Deferred load-  
Expense ratio0.02%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash15.73%  
Stocks62.87%  
Bonds18.93%  
Preferred0.04%  
Other2.42%  

Purchase information

Initial$0  
13.41+0.03(0.22%)
Jul 22, 4:00PM EDT

Description

The investment seeks positive total return, not "relative return." GMO pursues investment strategies for the fund that are intended to complement the strategies it is pursuing in GMO Benchmark-Free Allocation Fund ("BFAF"). Accordingly, the fund is not a standalone investment. GMO uses its multi-year forecasts of returns among asset classes, together with its assessment of the risk of such asset classes, to determine the fund's strategic direction. The fund is non-diversified.
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Dec 31, 2012)
Ben Inker (Started: Mar 1, 2012)
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* -1.29     -     -     -
Beta* 1.16     -     -     -
Mean annual return 1.32     -     -     -
R-squared* 90.04     -     -     -
Standard deviation 7.00     -     -     -
Sharpe ratio 2.26     -     -     -
* Against standard index

Top 10 holdings

Security Net Assets  
US Treasury TIP 0.125% 6.37%  
US TREASURY TIP 4.68%  
US TREASURY TIP 4.25%  
US Treasury TIP 1.125% 2.97%  
Total SA (TTFNF) 1.46%  
Google Inc Class A (GOOGL) 1.33%  
International Business Machines Corp (IBM) 1.27%  
Microsoft Corp (MSFT) 1.27%  
Oracle Corporation (ORCL) 1.25%  
Philip Morris International Inc (PM) 1.23%