GMO Global Asset Allocation Fund Class III

 (MUTF:GMWAX)   Watch this mutual fund  
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Performance

Trailing returns

1 day
   
-0.17%  
1 week
   
-0.77%  
4 week   +0.17%
   
3 month
   
-1.12%  
YTD   +3.96%
   
1 year   +8.66%
   
3 years*   +9.25%
   
5 years*   +8.17%
   
*annualized
Best 3 month return+16.76%  
Worst 3 month return-15.00%  

Morningstar statistics

Morningstar category: World Allocation
  Return Risk Rating
3 years Average Below Average
5 years Average Low
10 years Average Below Average
Overall Average Below Average

Key statistics

Total assets5.42B 
Front load-  
Deferred load-  
Expense ratio0.55%  
Management fee-  
Fund familyGMO 

Purchase information

Initial$10,000,000  
11.64-0.02(-0.17%)
Sep 17, 4:00PM EDT Overall Morningstar RatingTM

Description

The investment seeks total return greater than that of its benchmark, the GMO Global Asset Allocation Index, an internally maintained index computed by GMO, consisting of 65% MSCI ACWI and 35% Barclays U.S. Aggregate Index. Under normal circumstances, GMO intends to invest not more than 85% of the fund's assets in the Equity Funds. It is permitted to invest in any asset class, including, for example, U.S. and non-U.S. equities (including emerging country equities), U.S. and non-U.S. fixed income securities (including emerging country debt securities) and commodities.
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Oct 22, 1996)
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* -2.02 -0.39 -0.66 0.63
Beta* 1.02 0.86 0.91 0.85
Mean annual return 1.02 0.74 0.73 0.63
R-squared* 88.84 91.38 91.53 91.11
Standard deviation 5.64 7.13 8.07 8.59
Sharpe ratio 2.16 1.23 1.07 0.70
* Against standard index