GMRVX: GMO Risk Premium IV

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GMRVX GMO Risk Premium IV


Profile

GMRVX - Profile

Vitals

  • YTD Return 0.0%
  • 3 Yr Annualized Return 2.4%
  • 5 Yr Annualized Return N/A
  • Net Assets $240 M
  • Holdings in Top 10 0.0%

52 WEEK LOW AND HIGH

$8.98
$8.98
$8.98

Expenses

OPERATING RELATED FEES

  • Expense Ratio 0.58%

SALES FEES

  • Front Load 0.15%
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover 112.00%

TRADING FEES

  • Max Redemption Fee 0.15%

Min Investment

  • Standard (Taxable) $125,000,000
  • IRA N/A

Fund Classification

  • Primary Caregory N/A
  • Fund Type Open End Mutual Fund
  • Investment Style World Allocation

Distributions

  • YTD Total Return 0.0%
  • 3 Yr Annualized Total Return 2.2%
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio -0.53%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Semi-Annually

Fund Details

  • Legal Name
    GMO Risk Premium Fund
  • Fund Family Name
    GMO
  • Inception Date
    Dec 17, 2012
  • Shares Outstanding
    N/A
  • Share Class
    Other
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    David Cowan

Fund Description

GMO pursues investment strategies for the fund that are intended to complement the strategies it is pursuing in other funds or accounts managed by GMO. Accordingly, the fund is not a standalone investment. The fund seeks to capture returns commensurate with the equity risk premium over a full market cycle with less sensitivity to equity valuations by writing put options on stock indices and by engaging in merger arbitrage strategies. GMO does not manage the fund to, or control the fund's risk relative to, any securities index or securities benchmark. The fund is non-diversified.


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Categories

GMRVX - Mutual Fund Categories


Performance

GMRVX - Performance

Return Ranking - Trailing

Period GMRVX Return Category Return Low Category Return High Rank in Category (%)
YTD 0.0% -13.3% 16.4% 98.75%
1 Yr 0.2% -32.5% 6.5% 31.86%
3 Yr 2.4%* -6.8% 7.3% 83.60%
5 Yr N/A* -7.9% 22.9% 91.37%
10 Yr N/A* 0.3% 14.3% N/A

* Annualized

Return Ranking - Calendar

Period GMRVX Return Category Return Low Category Return High Rank in Category (%)
2019 0.0% -32.0% 3.8% 0.95%
2018 0.0% -5.0% 26.2% 98.42%
2017 -4.2% -9.5% 210.7% 90.54%
2016 -2.0% -21.2% -0.3% 8.20%
2015 -9.3% -21.3% 16.3% 88.85%

Total Return Ranking - Trailing

Period GMRVX Return Category Return Low Category Return High Rank in Category (%)
YTD 0.0% -13.3% 16.4% 98.75%
1 Yr -0.1% -25.4% 7.6% 48.90%
3 Yr 2.2%* -3.3% 8.7% 93.06%
5 Yr N/A* -7.9% 31.4% 83.39%
10 Yr N/A* 0.8% 18.8% N/A

* Annualized

Total Return Ranking - Calendar

Period GMRVX Return Category Return Low Category Return High Rank in Category (%)
2019 0.0% -32.0% 3.8% 0.95%
2018 0.0% -3.7% 29.6% 99.05%
2017 -4.2% -9.5% 233.7% 93.06%
2016 6.5% -20.2% 6.6% 0.95%
2015 -0.2% -21.3% 17.1% 78.04%

NAV & Total Return History


Holdings

GMRVX - Holdings

Concentration Analysis

GMRVX Category Low Category High GMRVX % Rank
Net Assets 240 M 7.97 M 104 B 61.76%
Number of Holdings 6 2 3568 98.12%
Net Assets in Top 10 0 -81.9 M 17.8 B 92.16%
Weighting of Top 10 0.00% 7.4% 895.1% 100.00%

Top 10 Holdings

Asset Allocation

Weighting Return Low Return High GMRVX % Rank
Cash
98.17% -89.82% 57.58% 0.31%
Other
1.83% -15.54% 59.71% 28.84%
Stocks
0.00% 0.00% 259.25% 97.49%
Preferred Stocks
0.00% 0.00% 18.19% 66.14%
Convertible Bonds
0.00% 0.00% 9.69% 71.16%
Bonds
0.00% -234.98% 121.11% 93.73%

Expenses

GMRVX - Expenses

Operational Fees

GMRVX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.58% 0.01% 11.20% 86.21%
Management Fee 0.45% 0.00% 1.56% 37.62%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.01% 0.47% N/A

Sales Fees

GMRVX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load 0.15% 0.15% 5.75% 95.59%
Deferred Load N/A 1.00% 5.50% N/A

Trading Fees

GMRVX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee 0.15% 0.11% 2.00% 87.88%

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

GMRVX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 112.00% 0.00% 614.00% 80.95%

Distributions

GMRVX - Distributions

Dividend Yield Analysis

GMRVX Category Low Category High GMRVX % Rank
Dividend Yield 0.00% 0.00% 2.97% 92.79%

Dividend Distribution Analysis

GMRVX Category Low Category High Category Mod
Dividend Distribution Frequency Semi-Annually Annually Monthly Annually

Net Income Ratio Analysis

GMRVX Category Low Category High GMRVX % Rank
Net Income Ratio -0.53% -1.08% 5.11% 99.69%

Capital Gain Distribution Analysis

GMRVX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Daily Annually

Dividend Payout History

View More +

Fund Manager Analysis

GMRVX - Fund Manager Analysis

Managers

David Cowan


Start Date

Tenure

Tenure Rank

Nov 15, 2012

3.21

3.2%

Mr. Cowan, Co-Head, Global Equity Team, GMO. Mr. Cowan has provided research and portfolio management services to GMO’s global equity portfolios since 2006 and has been the Co-Head of the Global Equity Team since September 2012.

Chris Fortson


Start Date

Tenure

Tenure Rank

Sep 01, 2015

0.42

0.4%

Head of Quantitative Research, Global Equity, GMO; joined GMO in 2009.

Neil Constable


Start Date

Tenure

Tenure Rank

Sep 01, 2015

0.42

0.4%

Head of Quantitative Research, Global Equity; joined GMO in 2006

Tenure Analysis

Category Low Category High Category Average Category Mode
0.0 27.51 6.14 6.5