Morningstar Fund Report
GMO Systematic Global Macro Trust A
Fund Report | Report generated 04 Dec 2021 | 
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Performance
31 Oct 2021
Growth of $10,000
Fund: GMO Systematic Global Macro Trust A
Index: Morningstar AU Cash GR AUD
Category: Alternative - Macro Trading
Financial Year Total Returns
| Jun-19 | Jun-20 | Jun-21 | Oct-21 | |
|---|---|---|---|---|
| Fund | -5.43 | 0.21 | 3.22 | -3.95 |
| +/- Cat | -7.07 | 4.15 | -0.67 | -3.92 |
| +/- Index | -7.22 | -0.49 | 3.24 | -3.94 |
Trailing Total Returns
as at 31 Oct 2021| Total Return | +/- Cat | +/- Index | Cat Rank | |
|---|---|---|---|---|
| 1 Month | -0.10 | -0.51 | -0.10 | -- |
| 3 Month | -4.14 | -4.41 | -4.13 | -- |
| 1 Year | -1.23 | -4.39 | -1.18 | -- |
| 3 Year | 0.47 | -0.70 | -0.14 | -- |
| 5 Year | 1.06 | -0.31 | 0.04 | -- |
Risk Analysis
as at 31 Oct 2021| 3-Year Risk Measures | Fund | Category | Index |
|---|---|---|---|
| Standard Deviation | 7.74 | 7.88 | 0.21 |
| Sharpe Ratio | 0.01 | 0.4 | -1.87 |
| R-Squared | 0.02 | 2.89 | -- |
| Beta | 4.65 | -14.93 | -- |
| Alpha | 0.3 | 1.82 | -- |
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 Oct 2021) |
0.77 |
| Minimum Investment $ | 20,000 |
| Regular Savings Plan (Yes/No) |
-- |
| Cash Distributions | Quarterly |
Current Investment Style
Style Box is unavailable.
Asset Allocation
% as at 31 Oct 2021
| Domestic Equity | 0.000 |
| International Equity | 0.000 |
| Listed Property | 0.000 |
| Unlisted Property | 0.000 |
| Domestic Fixed Interest | 0.000 |
| International Fixed Interest | 0.000 |
| Cash | 0.000 |
| Other | 100.000 |
Morningstar Sustainability Rating 
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Quick Stats
as at 02 Dec 2021
| APIR Code | GMO0001AU |
| Legal Type | Investment Trusts |
| Status | Closed |
| Category | Alternative - Macro Trading |
| Entry Price $ | 1.0777 |
| Exit Price $ | 1.0777 |
| Exit Price 1 Week Change $ |
-0.0028 |
Morningstar Ratings
| Overall |
|
| 3 Year | |
| 5 Year | |
| 10 Year |
Prosective Fees & Costs
as at 30 Sep 2021
| Total Cost Ratio (Prospective) | 1.01% |
| Investment Management Fee | 1.01% |
| Performance Fee Costs | 0.00% |
| Administration Fees & Costs | -- |
| Buy Spread/Sell Spread | 0.00% / 0.00% |