GMO Global Asset Allocation Fund Class III

 (MUTF:GMWAX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.51%
   
1 week
   
-0.50%  
4 week   +2.50%
   
3 month   +1.45%
   
YTD   +1.97%
   
1 year   +9.70%
   
3 years*   +7.56%
   
5 years*   +11.44%
   
*annualized
Best 3 month return+16.76%  
Worst 3 month return-15.00%  

Morningstar statistics

Morningstar category: World Allocation
  Return Risk Rating
3 years Above Average Low
5 years Below Average Low
10 years Average Low
Overall Average Low
Morningstar style  Learn more
      Large
      Mid
      Small
Value Blend Growth  

Key statistics

Total assets5.35B 
Front load-  
Deferred load-  
Expense ratio0.59%  
Management fee-  
Fund familyGMO 

Asset allocation

Cash17.00%  
Stocks59.17%  
Bonds16.93%  
Preferred0.27%  
Other6.64%  

Purchase information

Initial$10,000,000  
11.93+0.02(0.17%)
Apr 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. The fund is a fund of funds and invests primarily in shares of other GMO Funds. Under normal circumstances, the Manager intends to invest not more than 85% of the fund's assets in the Equity Funds (excluding, for these purposes, Alpha Only Fund). The fund also may invest in U.S. Treasury Fund and money market funds that are unaffiliated with GMO.
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* -1.08 0.66 -0.27 0.65
Beta* 1.06 0.87 0.90 0.86
Mean annual return 0.85 0.65 0.99 0.60
R-squared* 95.18 92.28 90.53 91.16
Standard deviation 7.08 7.54 8.74 8.69
Sharpe ratio 1.43 1.03 1.34 0.64
* Against standard index

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