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Morningstar Fund Report

GMO Systematic Global Macro Trust B

Retail

Fund Report | Report generated 05 Dec 2016 |

Performance

31 Oct 2016

Growth of $10,000

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

Financial Year Total Returns

Jun-14 Jun-15 Jun-16 Oct-16
Fund 7.25 7.11 4.16 4.73
+/- Cat -- -- -- --
+/- Index 4.61 4.60 1.97 4.13

Trailing Total Returns

as at 31 Oct 2016
Total Return +/- Cat +/- Index Cat Rank
1 Month -1.00 -- -1.15 --
3 Month 1.36 -- 0.93 --
1 Year 11.55 -- 9.47 --
3 Year 6.23 -- 3.88 --
5 Year 8.06 -- 5.28 --

Risk Analysis

as at 31 Oct 2016
3-Year Risk Measures Fund Category Index
Standard Deviation 8.27 -- 0.09
Sharpe Ratio 0.49 -- --
R-Squared -- -- --
Beta -- -- --
Alpha -- -- --

Fund Details

Fund Inception 09 Feb 2006
Responsible Entity GMO Australia Limited
Fund Manager GMO Australia Limited
Base Currency $A
Net Assets $Mil
(as at 31 Oct 2016)
1,015.00
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 Learn more

Quick Stats

as at 01 Dec 2016

APIR Code GMO0006AU
Legal Type Investment Trusts
Status Open
Category Alternative Strategies
Entry Price $ 1.0245
Exit Price $ 1.0245
Exit Price
1 Week Change $
-0.0017

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 1.007%
Max Admin Fee pa 0.00%
Performance Fee pa
(30 Jun 2016)
--
Max Brokerage 0.0000