GMO Short-Duration Investment III

 (MUTF:GMSIX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.12%
   
1 week   +0.12%
   
4 week   +0.54%
   
3 month   +0.78%
   
YTD   +1.90%
   
1 year   +1.55%
   
3 years*   +3.28%
   
5 years*   +0.92%
   
*annualized
Best 3 month return+6.11%  
Worst 3 month return-10.36%  

Morningstar statistics

Morningstar category: Ultrashort Bond
  Return Risk Rating
3 years Above Average Above Average
5 years Below Average Above Average
10 years Below Average Above Average
Overall Below Average Above Average

Key statistics

Total assets5.57M 
Front load-  
Deferred load-  
Expense ratio0.23%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash75.45%  
Stocks0.00%  
Bonds22.83%  
Other1.72%  

Purchase information

Initial$10,000,000  
8.40+0.01(0.12%)
Aug 29, 4:00PM EDT Overall Morningstar RatingTM

Description

The investment seeks current income. The fund is not pursuing an active investment program. It primarily holds shares of U.S. Treasury Fund and Short Duration Collateral Fund ("SDCF"). The fund also holds U.S. government and agency securities and money market instruments. It may invest in unaffiliated money market funds. The fund is non-diversified.
Fund filings (PDF) »
Asset manager:
Thomas Cooper (Started: Dec 31, 1993)
Advisor Company:
Grantham, Mayo, Van Otterloo & Co., LLC
Fund family reports on Morningstar »
GMO, 40 Rowes Wharf
617-261-0134 (Fax)

Risk

  1 year 3 years 5 years 10 years  
Alpha* 1.06 3.16 0.38 -0.36
Beta* -0.02 0.05 -0.04 0.02
Mean annual return 0.08 0.30 0.07 0.13
R-squared* 0.31 0.92 0.10 0.07
Standard deviation 0.74 1.40 3.89 3.40
Sharpe ratio 1.27 2.49 0.04 -0.08
* Against standard index

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