Performance
Trailing returns
| 1 day |
| -0.26% | |||
| 1 week | +1.92% |
| |||
| 4 week | +5.65% |
| |||
| 3 month | +10.71% |
| |||
| YTD | +17.90% |
| |||
| 1 year | +27.81% |
| |||
| 3 years* | +18.89% |
| |||
| 5 years* | +7.69% |
| |||
| *annualized | |||||
| Best 3 month return | +18.06% | |
| Worst 3 month return | -21.53% |
Morningstar statistics
Morningstar category: Large Blend
| Return | Risk | Rating | |
| 3 years | High | Low |
|
| 5 years | High | Low |
|
| 10 years | Above Average | Low |
|
| Overall | High | Low |
|
Morningstar style Learn more
| Large | |||
| Mid | |||
| Small | |||
| Value | Blend | Growth |
Key statistics
| Total assets | 39.05M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 0.39% | |
| Management fee | - | |
| Fund family | GMO |
Asset allocation
| Cash | 3.00% | |
| Stocks | 96.69% | |
| Bonds | 0.00% | |
| Other | 0.32% |
Purchase information
| Initial | US$10,000,000 |
30.75-0.20(-0.65%)
May 22, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks total return greater than that of its benchmark, the Russell 3000 Index. The fund is a fund of funds and invests primarily in shares of the U.S. Equity funds. It primarily seeks exposure to U.S. equity investments (which may include both growth and value style equities and equities of any market capitalization) but also may have exposure to non-U.S. equity investments. Under normal circumstances, the fund invests (including through investment in the underlying funds) at least 80% of its assets in equity investments tied economically to the U.S. The fund is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Dec 31, 1992)
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Dec 31, 1992)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 1.04 | 3.08 | 2.76 | 1.28 | |
| Beta* | 0.92 | 0.82 | 0.78 | 0.82 | |
| Mean annual return | 1.33 | 1.17 | 0.68 | 0.73 | |
| R-squared* | 95.03 | 93.22 | 93.73 | 91.52 | |
| Standard deviation | 9.70 | 12.82 | 15.14 | 12.51 | |
| Sharpe ratio | 1.64 | 1.08 | 0.52 | 0.56 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| GMO US Flexible Equities VI | 49.96% | |
| GMO US Core Equity VI | 47.56% | |
| GMO US Small/Mid Cap III | 2.46% |