GMO Risk Premium Fd Cl IV
Name
As of 01/02/2019Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
N/A
1 yr return
N/A
3 Yr Avg Return
N/A
5 Yr Avg Return
N/A
Net Assets
$12.3 M
Holdings in Top 10
97.6%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio N/A
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover N/A
Redemption Fee N/A
Min Investment
Standard (Taxable)
N/A
IRA
N/A
Fund Classification
Fund Type
Exchange Traded Fund
Name
As of 01/02/2019Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
GMRVX - Profile
Distributions
- YTD Total Return N/A
- 3 Yr Annualized Total Return N/A
- 5 Yr Annualized Total Return N/A
- Capital Gain Distribution Frequency N/A
- Net Income Ratio N/A
- Dividend Yield 0.0%
- Dividend Distribution Frequency N/A
Fund Details
-
Legal NameGMO Risk Premium Fd Cl IV
-
Fund Family NameGMO Mutual Funds
-
Inception DateN/A
-
Shares OutstandingN/A
-
Share ClassN/A
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerDavid Cowan
Fund Description
GMRVX - Performance
Return Ranking - Trailing
Period | GMRVX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | N/A | -13.3% | 16.4% | 98.75% |
1 Yr | N/A | -32.5% | 6.5% | 31.86% |
3 Yr | N/A* | -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 (%) |
---|---|---|---|---|
2023 | N/A | -32.0% | 3.8% | 0.95% |
2022 | N/A | -5.0% | 26.2% | 98.42% |
2021 | N/A | -9.5% | 210.7% | 90.54% |
2020 | N/A | -21.2% | -0.3% | 8.20% |
2019 | N/A | -21.3% | 16.3% | 88.85% |
Total Return Ranking - Trailing
Period | GMRVX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | N/A | -13.3% | 16.4% | 98.75% |
1 Yr | N/A | -25.4% | 7.6% | 48.90% |
3 Yr | N/A* | -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 (%) |
---|---|---|---|---|
2023 | N/A | -32.0% | 3.8% | 0.95% |
2022 | N/A | -3.7% | 29.6% | 99.05% |
2021 | N/A | -9.5% | 233.7% | 93.06% |
2020 | N/A | -20.2% | 6.6% | 0.95% |
2019 | N/A | -21.3% | 17.1% | 78.04% |
NAV & Total Return History
GMRVX - Holdings
Concentration Analysis
GMRVX | Category Low | Category High | GMRVX % Rank | |
---|---|---|---|---|
Net Assets | 12.3 M | 7.97 M | 104 B | 61.76% |
Number of Holdings | 4 | 2 | 3568 | 98.12% |
Net Assets in Top 10 | 12 M | -81.9 M | 17.8 B | 92.16% |
Weighting of Top 10 | 97.62% | 7.4% | 895.1% | 100.00% |
Top 10 Holdings
- United States Treasury 54.03%
- United States Treasury 40.69%
- State Street Global Advisors 3.91%
- Morgan Stanley Co. LLC -1.02%
Asset Allocation
Weighting | Return Low | Return High | GMRVX % Rank | |
---|---|---|---|---|
Bonds | 94.72% | -234.98% | 121.11% | 93.73% |
Cash | 6.29% | -89.82% | 57.58% | 0.31% |
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% |
Other | -1.02% | -15.54% | 59.71% | 28.84% |
Bond Sector Breakdown
Weighting | Return Low | Return High | GMRVX % Rank | |
---|---|---|---|---|
Cash & Equivalents | 3.91% | -106.96% | 66.12% | 0.31% |
Securitized | 0.00% | 0.00% | 20.64% | 67.40% |
Corporate | 0.00% | -0.30% | 60.31% | 92.79% |
Municipal | 0.00% | 0.00% | 4.90% | 40.13% |
Government | 0.00% | -242.10% | 104.67% | 89.97% |
Derivative | -1.02% | -2.24% | 42.18% | 38.56% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | GMRVX % Rank | |
---|---|---|---|---|
US | 94.72% | -262.85% | 104.67% | 91.54% |
Non US | 0.00% | -17.16% | 61.09% | 94.67% |
GMRVX - Expenses
Operational Fees
GMRVX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | N/A | 0.01% | 11.20% | 86.21% |
Management Fee | N/A | 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 | N/A | 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 | N/A | 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 | N/A | 0.00% | 614.00% | 80.95% |
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 | Annually | Monthly | Annually |
Net Income Ratio Analysis
GMRVX | Category Low | Category High | GMRVX % Rank | |
---|---|---|---|---|
Net Income Ratio | N/A | -1.08% | 5.11% | 99.69% |
Capital Gain Distribution Analysis
GMRVX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Daily | Annually |
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 |