Performance
Trailing returns
| 1 day | +0.00% | ||||
| 1 week | +0.00% | ||||
| 4 week |
| -0.04% | |||
| 3 month | +0.04% |
| |||
| YTD | +0.00% | ||||
| 1 year | +0.50% |
| |||
| 3 years* | +2.60% |
| |||
| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +5.53% | |
| Worst 3 month return | -0.56% |
Morningstar statistics
Morningstar category: Multisector Bond
| Return | Risk | Rating | |
| 3 years | Low | Low |
 
|
| 5 years | - | - | - |
| 10 years | - | - | - |
| Overall | Low | Low |
|
Key statistics
| Total assets | 203.86M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.41% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 62.17% | |
| Stocks | 0.00% | |
| Bonds | 37.83% | |
| Other | 0.00% |
Purchase information
| Initial | US$10,000,000 |
24.430.00(0.00%)
May 17, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks total return in excess of that of its benchmark, the Citigroup 3 Month Treasury Bill Index. The fund normally invests directly and indirectly at least 80% of its assets in bonds. It may invest in any sector of the bond market and is not required to maintain a minimum or maximum allocation of investments in any one sector. The fund may invest up to 100% of its assets in junk bonds.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Sep 11, 2012)
Thomas Cooper (Started: Mar 18, 2009)
Ben Inker (Started: Mar 18, 2009)
Sam Wilderman (Started: Sep 11, 2012)
Thomas Cooper (Started: Mar 18, 2009)
Ben Inker (Started: Mar 18, 2009)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 0.10 | 0.91 | - | - | |
| Beta* | 0.08 | 0.31 | - | - | |
| Mean annual return | 0.04 | 0.22 | - | - | |
| R-squared* | 14.67 | 17.97 | - | - | |
| Standard deviation | 0.40 | 1.78 | - | - | |
| Sharpe ratio | 0.94 | 1.44 | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| US Treasury Note 1.25% | 37.83% | |
| GMO US Treasury | 0.28% |