Performance
Trailing returns
| 1 day | +0.12% |
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| 1 week | +0.12% |
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| 4 week | +0.54% |
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| 3 month | +0.78% |
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| YTD | +1.90% |
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| 1 year | +1.55% |
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| 3 years* | +3.28% |
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| 5 years* | +0.92% |
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| *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 assets | 5.57M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.23% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 75.45% | |
| Stocks | 0.00% | |
| Bonds | 22.83% | |
| Other | 1.72% |
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) »
Fund filings (PDF) »
Asset manager:
Thomas Cooper (Started: Dec 31, 1993)
Thomas Cooper (Started: Dec 31, 1993)
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 | |||||
Top 10 holdings
| Security | Net Assets | |
| GMO US Treasury | 74.69% | |
| GMO Short Duration Collateral | 21.65% | |
| SBA FRN | 2.94% | |
| Usaid Floater Peru Series B 1.47% | 0.21% | |
| GMO Special Purpose Holding | 0.11% |