GMRVX: GMO Risk Premium IV

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GMRVX GMO Risk Premium IV

  • Fund
  • GMRVX
  • Price as of: Jan 02, 2019
  • $8.98 - $0.00 - 0.00%
  • Primary Category
  • N/A
  • Fund Company
  • N/A
  • Share Class

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 CATEGORY

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.

GMRVX - Mutual Fund Categories

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 (%)
2018 0.0% -32.0% 3.8% 0.95%
2017 0.0% -5.0% 26.2% 98.42%
2016 -4.2% -9.5% 210.7% 90.54%
2015 -2.0% -21.2% -0.3% 8.20%
2014 -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 (%)
2018 0.0% -32.0% 3.8% 0.95%
2017 0.0% -3.7% 29.6% 99.05%
2016 -4.2% -9.5% 233.7% 93.06%
2015 6.5% -20.2% 6.6% 0.95%
2014 -0.2% -21.3% 17.1% 78.04%

NAV & Total Return History

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%

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%

Turnover 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%

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 Mode
Dividend Distribution Frequency Semi-Annually Annually Monthly Annually

Dividend Payout History


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

GMRVX - Managers

David Cowan

Manager

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

Manager

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

Manager

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

0.0

Category High

27.51

Category Average

6.14

Category Mode

6.5