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Morningstar Fund Report

GMO Systematic Global Macro Trust A

Retail

Fund Report | Report generated 21 Aug 2017 |

Performance

31 Jul 2017

Growth of $10,000

Fund
Fund: GMO Systematic Global Macro Trust A
Index
Index: RBA Bank accepted Bills 90 Days

Financial Year Total Returns

Jun-15 Jun-16 Jun-17 Jul-17
Fund 8.48 5.01 4.98 1.64
+/- Cat -- -- -- --
+/- Index 5.97 2.81 3.21 1.50

Trailing Total Returns

as at 31 Jul 2017
Total Return +/- Cat +/- Index Cat Rank
1 Month 1.64 -- 1.50 --
3 Month 3.06 -- 2.63 --
1 Year 2.47 -- 0.72 --
3 Year 7.14 -- 5.01 --
5 Year 6.16 -- 3.74 --

Risk Analysis

as at 31 Jul 2017
3-Year Risk Measures Fund Category Index
Standard Deviation 10.25 -- 0.1
Sharpe Ratio 0.52 -- --
R-Squared -- -- --
Beta -- -- --
Alpha -- -- --

Fund Details

Fund Inception 29 Nov 2002
Responsible Entity GMO Australia Limited
Fund Manager GMO Australia Limited
Base Currency $A
Net Assets $Mil
(as at 31 Jul 2017)
1,006.00
Minimum Investment $ 500,000
Regular Savings Plan
(Yes/No)
--
Cash Distributions Quarterly

Current Investment Style

 

Style Box is unavailable.

Asset Allocation

% as at 31 May 2015

Domestic Equity -3.000
International Equity 68.500
Listed Property 0.000
Unlisted Property 0.000
Domestic Fixed Interest 0.000
International Fixed Interest 0.000
Cash 54.300
Other -19.800

Morningstar Sustainability Rating New  Learn more

Quick Stats

as at 17 Aug 2017

APIR Code GMO0001AU
Legal Type Investment Trusts
Status Closed
Category Alternative Strategies
Entry Price $ 1.1546
Exit Price $ 1.1546
Exit Price
1 Week Change $
0.0090

Morningstar Ratings

Overall 0
3 Year  
5 Year  
10 Year  

Fees & Expenses

One-Time

Entry Fee/Contribution Fee 0.00%
Exit Fee/Withdrawal Fee 0.00%
Buy/Sell Spread 0.0000

Annual

ICR pa (30 Jun 2016) 1.0090
Max Management Fee pa 3.075%
Max Admin Fee pa 0.00%
Performance Fee pa
(30 Jun 2016)
--
Max Brokerage 0.0000