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About

Morningstar Fund Report

GMO Systematic Global Macro Trust A

Wholesale

Fund Report | Report generated 21 May 2022 |  Read the Analyst Research Report

Performance

30 Apr 2022

Growth of $10,000

Fund
Fund: GMO Systematic Global Macro Trust A
Index
Index: Morningstar AU Cash GR AUD
Category
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 2022
Total 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 2022
3-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 4
3 Year 2
5 Year 3
10 Year 5

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%