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Address And Details

40 Rowes Wharf , Boston, MA 02110
Fund Manager Team Managed
Manager Tenure

Strategy And Objective

Total return in excess of that of its benchmark, the J.P. Morgan EMBI Global Diversified. The Fund invests primarily in non-local currency denominated debt ( external debt ) of emerging market sovereign and quasi-sovereign issuers. Sovereign refers to a government and quasi-sovereign refers to a governmental agency, political subdivision or other instrumentality or issuer that is majority owned, directly or in directly, or whose obligations are guaranteed, by a government. Under normal circumstances, the Fund invests directly and indirectly (e.g., through other GMO Funds or derivatives) at least 80% of its assets in debt investments tied economically to emerging countries (see Name Policies ). In general, the Fund considers emerging countries to be countries that are included in the Fund s benchmark or that have similar national domestic products or default histories to those of countries included in the Fund s benchmark. The Fund s performance is likely to be more volatile than that of its benchmark.

Net Asset Value

as of 7:02 PM ET 11/26/2021


  • 1 Week
  • -2.19%
  • 1 Month
  • -2.42%
  • 3 Months
  • -4.04%
  • 1 Yr Return
  • -9.07%
  • 5 Yr Return
  • -12.60%

Equity Sector Breakdown

ConsumerDurables n/a
Energy n/a
Finance n/a
Health n/a
IndustrialCyclical n/a
NonDurables n/a
RetailTrade n/a
Services n/a
Technology n/a
Utilities n/a

Asset Allocation

Asset Type % Of Allocation
Bonds 96.15%
Other 3.02%
Cash 0.83%
Stocks 0.00%
Preferred 0.00%
Convertible 0.00%
ForeignStocks 0.00%
ForeignBonds 0.00%
ForeignHedged 0.00%
Total Net Assets 3.22 B

Risk Measures

Criteria 3 Years 5 Years 10 Years
Alpha 0.94 1.57 3.78
Beta 1.28 1.28 1.23
R Squared 0.13 0.17 0.16
Std Deviation 11.93 10.14 9.29
Sharpe Ratio 0.59 0.42 n/a

Purchase Information

as of 6:17 PM ET 11/24/2021
Minimum Initial $125000000
Minimum Additional $0
Minimum Initial IRA $0


Timeframe Average Annual Current Performance Monthly As Of 10/31/2021 Average Annual Current Performance Quarterly As Of 09/30/2021 Avg Annual Current Performance Monthly As Of 10/31/2021 Avg Annual Current Performance Quarterly As Of 09/30/2021
1 Year
  • +8.35%
  • +8.06%
+8.35% +8.06%
3 Year
  • +7.26%
  • +6.37%
+7.26% +6.37%
10 Year
  • +7.08%
  • +7.68%
+7.08% +7.68%
Life Of Fund
  • +10.24%
  • +10.29%
+10.24% +10.29%

Top 10 Holdings

Symbol Company Name % Of Assets


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