Morningstar Fund Report
GMO Systematic Global Macro Trust A
Fund Report | Report generated 21 May 2022 |
Read the Analyst Research Report


Performance
30 Apr 2022
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 | Apr-22 | |
---|---|---|---|---|
Fund | -5.43 | 0.21 | 3.22 | -1.13 |
+/- Cat | -7.07 | 4.15 | -0.67 | -4.21 |
+/- Index | -7.22 | -0.49 | 3.24 | -1.09 |
Trailing Total Returns
as at 30 Apr 2022Total Return | +/- Cat | +/- Index | Cat Rank | |
---|---|---|---|---|
1 Month | 0.54 | -0.75 | 0.55 | 9 / 22 |
3 Month | -3.19 | -5.64 | -3.18 | 13 / 22 |
1 Year | 1.26 | -2.85 | 1.31 | 11 / 22 |
3 Year | -1.08 | -2.37 | -1.37 | 14 / 17 |
5 Year | 2.10 | 0.37 | 1.24 | 8 / 17 |
Risk Analysis
as at 30 Apr 20223-Year Risk Measures | Fund | Category | Index |
---|---|---|---|
Standard Deviation | 8.23 | 8.1 | 0.14 |
Sharpe Ratio | -0.13 | 0.15 | -2.14 |
R-Squared | 0.03 | 4.78 | -- |
Beta | -4.6 | -47.48 | -- |
Alpha | -1.4 | -1.36 | -- |
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 30 Apr 2022) |
0.79 |
Minimum Investment $ | 20,000 |
Regular Savings Plan (Yes/No) |
-- |
Cash Distributions | Quarterly |
Current Investment Style
Style Box is unavailable.
Asset Allocation
% as at 31 Jan 2022
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 19 May 2022
APIR Code | GMO0001AU |
Legal Type | Investment Trusts |
Status | Closed |
Category | Alternative - Macro Trading |
Entry Price $ | 1.1419 |
Exit Price $ | 1.1419 |
Exit Price 1 Week Change $ |
0.0188 |
Morningstar Ratings
Overall |
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3 Year |
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5 Year |
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10 Year |
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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% |