Performance
Trailing returns
| 1 day | +0.36% |
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| 1 week | +1.08% |
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| 4 week |
| -2.18% | |||
| 3 month | +2.18% |
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| YTD | +5.74% |
| |||
| 1 year | +14.31% |
| |||
| 3 years* | +9.39% |
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| 5 years* | +5.71% |
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| *annualized | |||||
| Best 3 month return | +16.76% | |
| Worst 3 month return | -18.93% |
Morningstar statistics
Morningstar category: World Allocation
| Return | Risk | Rating | |
| 3 years | Above Average | Below Average |
 
|
| 5 years | Above Average | Low |
|
| 10 years | Average | Low |
|
| Overall | Above Average | Low |
|
Morningstar style Learn more
| Large | |||
| Mid | |||
| Small | |||
| Value | Blend | Growth |
Key statistics
| Total assets | 4.97B | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.53% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 18.42% | |
| Stocks | 61.58% | |
| Bonds | 7.32% | |
| Preferred | 0.11% | |
| Other | 12.57% |
Purchase information
| Initial | $10,000,000 |
11.12-0.12(-1.07%)
Jun 19, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks total return greater than that of its benchmark, the GMO Global Balanced Index. The fund is a fund of funds and invests primarily in shares of other GMO funds, which may include the International Equity funds, the U.S. Equity funds, the Fixed Income funds, Alpha Only fund, Alternative Asset Opportunity fund, Debt Opportunities fund, High Quality Short-Duration Bond fund, Special Situations fund, World Opportunity Overlay fund and U.S. Flexible Equities fund.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Dec 31, 1996)
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Dec 31, 1996)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -1.68 | 0.78 | 0.88 | 1.29 | |
| Beta* | 1.11 | 0.87 | 0.82 | 0.86 | |
| Mean annual return | 1.26 | 0.84 | 0.46 | 0.70 | |
| R-squared* | 79.70 | 92.28 | 92.11 | 90.72 | |
| Standard deviation | 4.52 | 8.24 | 10.73 | 8.65 | |
| Sharpe ratio | 3.31 | 1.22 | 0.50 | 0.77 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| GMO US Flexible Equities VI | 22.35% | |
| GMO Alpha Only IV | 15.30% | |
| GMO International Core Equity VI | 13.07% | |
| GMO Emerging Markets VI | 9.56% | |
| GMO Intl Intrinsic Value IV | 7.53% | |
| GMO Strategic Fixed Income VI | 6.22% | |
| Gmo Alto Fof Mutual Fund | 5.65% | |
| GMO Currency Hedged Intl Equity III | 5.21% | |
| Gmo Tr | 3.48% | |
| GMO Emerging Country Debt IV | 2.54% |