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 1.30%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 81.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$0
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 10/10/2023Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
GSMKX - 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 -0.93%
- Dividend Yield 11.8%
- Dividend Distribution Frequency SemiAnnual
Fund Details
-
Legal NameGMO SGM Major Markets Fund
-
Fund Family NameGMO Mutual Funds
-
Inception DateSep 23, 2020
-
Shares OutstandingN/A
-
Share ClassI
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerJason Halliwell
Fund Description
GSMKX - Performance
Return Ranking - Trailing
Period | GSMKX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | N/A | -73.0% | 19.4% | N/A |
1 Yr | N/A | -9.1% | 86.9% | 86.91% |
3 Yr | N/A* | -9.5% | 16.2% | 80.72% |
5 Yr | N/A* | -4.9% | 14.4% | 75.78% |
10 Yr | N/A* | -0.9% | 7.5% | N/A |
* Annualized
Return Ranking - Calendar
Period | GSMKX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | -2.8% | -22.7% | 305.1% | N/A |
2022 | -12.2% | -9.8% | 27.3% | N/A |
2021 | N/A | -20.8% | 10.9% | N/A |
2020 | N/A | -12.4% | 29.4% | N/A |
2019 | N/A | -10.5% | 15.8% | N/A |
Total Return Ranking - Trailing
Period | GSMKX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | N/A | -73.0% | 19.4% | N/A |
1 Yr | N/A | -13.4% | 86.9% | 85.82% |
3 Yr | N/A* | -9.5% | 16.2% | 77.91% |
5 Yr | N/A* | -5.3% | 14.4% | 71.30% |
10 Yr | N/A* | -0.9% | 7.5% | N/A |
* Annualized
Total Return Ranking - Calendar
Period | GSMKX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 3.5% | -22.7% | 305.1% | N/A |
2022 | -5.8% | -9.8% | 27.3% | N/A |
2021 | N/A | -20.8% | 10.9% | N/A |
2020 | N/A | -8.4% | 29.4% | N/A |
2019 | N/A | -10.2% | 18.0% | N/A |
NAV & Total Return History
GSMKX - Holdings
Concentration Analysis
GSMKX | Category Low | Category High | GSMKX % Rank | |
---|---|---|---|---|
Net Assets | 34.6 M | 1.5 M | 5.01 B | 35.42% |
Number of Holdings | 86 | 4 | 4478 | 77.39% |
Net Assets in Top 10 | 82.2 M | -398 M | 2.55 B | 21.20% |
Weighting of Top 10 | 85.43% | 13.1% | 100.0% | 15.14% |
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 | GSMKX % Rank | |
---|---|---|---|---|
Cash | 80.77% | -6278.21% | 410.43% | 50.18% |
Bonds | 18.50% | -326.45% | 6347.80% | 7.77% |
Other | 0.73% | -21.53% | 148.54% | 96.82% |
Stocks | 0.00% | -3.75% | 97.95% | 91.17% |
Preferred Stocks | 0.00% | -0.12% | 46.97% | 70.67% |
Convertible Bonds | 0.00% | 0.00% | 87.92% | 80.21% |
Bond Sector Breakdown
Weighting | Return Low | Return High | GSMKX % Rank | |
---|---|---|---|---|
Cash & Equivalents | 66.44% | 0.27% | 100.00% | 71.02% |
Government | 10.21% | 0.00% | 84.29% | 3.53% |
Derivative | 0.73% | 0.00% | 88.81% | 59.36% |
Securitized | 0.00% | 0.00% | 56.83% | 77.39% |
Corporate | 0.00% | 0.00% | 87.73% | 85.16% |
Municipal | 0.00% | 0.00% | 27.33% | 62.54% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | GSMKX % Rank | |
---|---|---|---|---|
US | 18.50% | -126.19% | 6311.18% | 7.07% |
Non US | 0.00% | -382.37% | 121.02% | 72.79% |
GSMKX - Expenses
Operational Fees
GSMKX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 1.30% | 0.29% | 31.15% | N/A |
Management Fee | 1.00% | 0.00% | 2.50% | 49.12% |
12b-1 Fee | N/A | 0.00% | 1.00% | N/A |
Administrative Fee | N/A | 0.01% | 0.30% | N/A |
Sales Fees
GSMKX 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
GSMKX 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.
GSMKX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 81.00% | 0.00% | 491.00% | 24.19% |
GSMKX - Distributions
Dividend Yield Analysis
GSMKX | Category Low | Category High | GSMKX % Rank | |
---|---|---|---|---|
Dividend Yield | 11.76% | 0.00% | 4.56% | 51.59% |
Dividend Distribution Analysis
GSMKX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | SemiAnnual | Annually | Quarterly | Annually |
Net Income Ratio Analysis
GSMKX | Category Low | Category High | GSMKX % Rank | |
---|---|---|---|---|
Net Income Ratio | -0.93% | -2.51% | 6.83% | N/A |
Capital Gain Distribution Analysis
GSMKX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Annually |
GSMKX - 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 |