Morningstar Fund Report
GMO Systematic Global Macro Trust A
Performance
31 Mar 2021
Growth of $10,000

Fund: GMO Systematic Global Macro Trust A

Index: RBA Bank accepted Bills 90 Days
Financial Year Total Returns
Jun-18 | Jun-19 | Jun-20 | Mar-21 | |
---|---|---|---|---|
Fund | 13.15 | -5.43 | 0.21 | 1.24 |
+/- Cat | -- | -- | -- | -- |
+/- Index | 11.33 | -7.28 | -0.50 | 1.20 |
Trailing Total Returns
as at 31 Mar 2021Total Return | +/- Cat | +/- Index | Cat Rank | |
---|---|---|---|---|
1 Month | -1.32 | -- | -1.33 | -- |
3 Month | -4.82 | -- | -4.83 | -- |
1 Year | 0.01 | -- | -0.06 | -- |
3 Year | -0.89 | -- | -1.92 | -- |
5 Year | 3.82 | -- | 2.49 | -- |
Risk Analysis
as at 31 Mar 20213-Year Risk Measures | Fund | Category | Index |
---|---|---|---|
Standard Deviation | 8.35 | -- | 0.23 |
Sharpe Ratio | -0.19 | -- | -- |
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 Mar 2021) |
0.79 |
Minimum Investment $ | 500,000 |
Regular Savings Plan (Yes/No) |
-- |
Cash Distributions | Quarterly |
Current Investment Style
Style Box is unavailable.
Asset Allocation
% as at 30 Sep 2019
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
Learn more
Quick Stats
as at 15 Apr 2021
APIR Code | GMO0001AU |
Legal Type | Investment Trusts |
Status | Closed |
Category | Alternative Strategies |
Entry Price $ | 1.1289 |
Exit Price $ | 1.1289 |
Exit Price 1 Week Change $ |
-0.0025 |
Morningstar Ratings
Overall |
![]() |
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 |