Address And Details
40 Rowes Wharf , Boston, MA 02110 | |
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Fund Manager | Tracey Keenan |
Manager Tenure | 4 Years 11 Months |
Strategy And Objective
Liquidity and safety of principal with current income as a secondary objective. Under normal circumstances, the Fund invests at least 80% of its assets in Direct U.S. Treasury Obligations and repurchase agreements collateralized by these Obligations (see Name Policies ). Direct U.S. Treasury Obligations include U.S. Treasury bills, bonds and notes and other securities issued by the U.S. Treasury, as well as Separately Traded Registered Interest and Principal Securities (STRIPS) and other zero-coupon securities. GMO normally seeks to maintain an estimated interest rate duration of one year or less for the Fund s portfolio. For an additional discussion of duration, see Additional Information About the Funds Investment Strategies, Risks, and Expenses Bond Funds Duration".
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 | 98.16% | |
Other | 1.79% | |
Cash | 0.04% | |
Stocks | 0.00% | |
Preferred | 0.00% | |
Convertible | 0.00% | |
ForeignStocks | 0.00% | |
ForeignBonds | 0.00% | |
ForeignHedged | 0.00% |
Total Net Assets | 303.30 M |
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Risk Measures
Criteria | 3 Years | 5 Years | 10 Years |
---|---|---|---|
Alpha | 0.05 | 0.01 | 0.01 |
Beta | 0.04 | 0.03 | 0.02 |
R Squared | 0.24 | 0.19 | 0.14 |
Std Deviation | 0.38 | 0.30 | 0.22 |
Sharpe Ratio | 0.13 | 0.05 | n/a |
Purchase Information
as of 5:45 PM ET 02/08/2022Minimum Initial | $5000000 |
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Minimum Additional | $0 |
Minimum Initial IRA | $0 |
Performance
Timeframe | Average Annual Current Performance Monthly As Of 04/30/2022 | Average Annual Current Performance Quarterly As Of 03/31/2022 | Avg Annual Current Performance Monthly As Of 04/30/2022 | Avg Annual Current Performance Quarterly As Of 03/31/2022 |
---|---|---|---|---|
1 Year |
|
|
-0.47% | -0.33% |
3 Year |
|
|
+0.73% | +0.84% |
10 Year |
|
|
+0.67% | +0.68% |
Life Of Fund |
|
|
+0.54% | +0.56% |