Morningstar Fund Report
GMO Systematic Global Macro Trust A
Fund Report | Report generated 04 Aug 2021 | 
Performance
30 Jun 2021
Growth of $10,000
Fund: GMO Systematic Global Macro Trust A
Index: RBA Bank accepted Bills 90 Days
Financial Year Total Returns
| Jun-19 | Jun-20 | Jun-21 | Jun-21 | |
|---|---|---|---|---|
| Fund | -5.43 | 0.21 | 3.23 | 3.23 |
| +/- Cat | -- | -- | -- | -- |
| +/- Index | -7.28 | -0.50 | 3.18 | 3.18 |
Trailing Total Returns
as at 30 Jun 2021| Total Return | +/- Cat | +/- Index | Cat Rank | |
|---|---|---|---|---|
| 1 Month | 0.38 | -- | 0.38 | -- |
| 3 Month | 1.97 | -- | 1.96 | -- |
| 1 Year | 3.23 | -- | 3.18 | -- |
| 3 Year | -0.73 | -- | -1.59 | -- |
| 5 Year | 3.05 | -- | 1.81 | -- |
Risk Analysis
as at 30 Jun 2021| 3-Year Risk Measures | Fund | Category | Index |
|---|---|---|---|
| Standard Deviation | 8.06 | -- | 0.23 |
| Sharpe Ratio | -0.16 | -- | -- |
| 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 30 Jun 2021) |
0.80 |
| Minimum Investment $ | 500,000 |
| Regular Savings Plan (Yes/No) |
-- |
| Cash Distributions | Quarterly |
Current Investment Style
Style Box is unavailable.
Asset Allocation
% as at 30 Jun 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 
Learn more
Quick Stats
as at 03 Aug 2021
| APIR Code | GMO0001AU |
| Legal Type | Investment Trusts |
| Status | Closed |
| Category | Alternative Strategies |
| Entry Price $ | 1.1409 |
| Exit Price $ | 1.1409 |
| Exit Price 1 Week Change $ |
0.0060 |
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 |