GMO SGM Major Markets Fund
Name
As of 10/10/2023Price
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
$34.6 M
Holdings in Top 10
85.4%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 1.07%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 81.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$300,000,000
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 10/10/2023Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
GSMHX - 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 Semi-Annually
- Net Income Ratio -0.71%
- Dividend Yield 12.0%
- Dividend Distribution Frequency SemiAnnual
Fund Details
-
Legal NameGMO SGM Major Markets Fund
-
Fund Family NameGMO Mutual Funds
-
Inception DateDec 01, 2015
-
Shares OutstandingN/A
-
Share ClassOther
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerJason Halliwell
Fund Description
GSMHX - Performance
Return Ranking - Trailing
Period | GSMHX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | N/A | -73.0% | 19.4% | 98.92% |
1 Yr | N/A | -9.1% | 86.9% | 86.18% |
3 Yr | N/A* | -9.5% | 16.2% | 78.71% |
5 Yr | N/A* | -4.9% | 14.4% | 73.99% |
10 Yr | N/A* | -0.9% | 7.5% | N/A |
* Annualized
Return Ranking - Calendar
Period | GSMHX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | -3.2% | -22.7% | 305.1% | 24.07% |
2022 | -12.1% | -9.8% | 27.3% | 82.26% |
2021 | 5.1% | -20.8% | 10.9% | 12.89% |
2020 | 0.4% | -12.4% | 29.4% | 83.66% |
2019 | -2.4% | -10.5% | 15.8% | 84.29% |
Total Return Ranking - Trailing
Period | GSMHX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | N/A | -73.0% | 19.4% | 98.92% |
1 Yr | N/A | -13.4% | 86.9% | 84.36% |
3 Yr | N/A* | -9.5% | 16.2% | 74.70% |
5 Yr | N/A* | -5.3% | 14.4% | 69.96% |
10 Yr | N/A* | -0.9% | 7.5% | N/A |
* Annualized
Total Return Ranking - Calendar
Period | GSMHX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 3.7% | -22.7% | 305.1% | 24.44% |
2022 | -5.6% | -9.8% | 27.3% | 82.66% |
2021 | 7.6% | -20.8% | 10.9% | 12.89% |
2020 | 2.0% | -8.4% | 29.4% | 58.91% |
2019 | -2.0% | -10.2% | 18.0% | 22.51% |
NAV & Total Return History
GSMHX - Holdings
Concentration Analysis
GSMHX | Category Low | Category High | GSMHX % Rank | |
---|---|---|---|---|
Net Assets | 34.6 M | 1.5 M | 5.01 B | 34.69% |
Number of Holdings | 86 | 4 | 4478 | 76.68% |
Net Assets in Top 10 | 82.2 M | -398 M | 2.55 B | 20.49% |
Weighting of Top 10 | 85.43% | 13.1% | 100.0% | 14.22% |
Top 10 Holdings
- State Street Institutional Treasury Money Market Fund 53.86%
- United States Treasury Floating Rate Note 17.98%
- Japan Treasury Discount Bill 3.21%
- Japan Treasury Discount Bill 3.16%
- Japan Treasury Discount Bill 2.86%
- Japan Treasury Discount Bill 1.28%
- Japan Treasury Discount Bill 1.07%
- State Street Global Advisors Liquidity PLC - US Treasury Liquidity Fund 0.99%
- United States Treasury Floating Rate Note 0.52%
- PURCHASED USD / SOLD CHF 0.50%
Asset Allocation
Weighting | Return Low | Return High | GSMHX % Rank | |
---|---|---|---|---|
Cash | 80.77% | -6278.21% | 410.43% | 49.47% |
Bonds | 18.50% | -326.45% | 6347.80% | 7.07% |
Other | 0.73% | -21.53% | 148.54% | 96.11% |
Stocks | 0.00% | -3.75% | 97.95% | 90.46% |
Preferred Stocks | 0.00% | -0.12% | 46.97% | 46.29% |
Convertible Bonds | 0.00% | 0.00% | 87.92% | 62.54% |
Bond Sector Breakdown
Weighting | Return Low | Return High | GSMHX % Rank | |
---|---|---|---|---|
Cash & Equivalents | 66.44% | 0.27% | 100.00% | 70.32% |
Government | 10.21% | 0.00% | 84.29% | 2.83% |
Derivative | 0.73% | 0.00% | 88.81% | 58.66% |
Securitized | 0.00% | 0.00% | 56.83% | 55.48% |
Corporate | 0.00% | 0.00% | 87.73% | 76.33% |
Municipal | 0.00% | 0.00% | 27.33% | 27.92% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | GSMHX % Rank | |
---|---|---|---|---|
US | 18.50% | -126.19% | 6311.18% | 6.36% |
Non US | 0.00% | -382.37% | 121.02% | 72.08% |
GSMHX - Expenses
Operational Fees
GSMHX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 1.07% | 0.29% | 31.15% | 90.29% |
Management Fee | 0.91% | 0.00% | 2.50% | 41.34% |
12b-1 Fee | N/A | 0.00% | 1.00% | N/A |
Administrative Fee | N/A | 0.01% | 0.30% | N/A |
Sales Fees
GSMHX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 2.50% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
GSMHX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 1.00% | 2.00% | N/A |
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.
GSMHX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 81.00% | 0.00% | 491.00% | 23.39% |
GSMHX - Distributions
Dividend Yield Analysis
GSMHX | Category Low | Category High | GSMHX % Rank | |
---|---|---|---|---|
Dividend Yield | 11.97% | 0.00% | 4.56% | 12.01% |
Dividend Distribution Analysis
GSMHX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | SemiAnnual | Annually | Quarterly | Annually |
Net Income Ratio Analysis
GSMHX | Category Low | Category High | GSMHX % Rank | |
---|---|---|---|---|
Net Income Ratio | -0.71% | -2.51% | 6.83% | 43.53% |
Capital Gain Distribution Analysis
GSMHX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Semi-Annually | Annually | Annually | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Dec 09, 2022 | $0.155 | OrdinaryDividend |
Jul 02, 2020 | $0.034 | OrdinaryDividend |
Dec 12, 2019 | $0.278 | OrdinaryDividend |
Jul 17, 2019 | $0.238 | OrdinaryDividend |
Dec 19, 2018 | $0.133 | OrdinaryDividend |
GSMHX - Fund Manager Analysis
Managers
Jason Halliwell
Start Date
Tenure
Tenure Rank
Oct 03, 2011
10.67
10.7%
Head, Systematic Global Macro Team, GMO. Mr. Halliwell has been responsible for overseeing the portfolio management of GMO’s systematic global macro portfolios since 1999.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.02 | 17.37 | 4.48 | 1.67 |