Morningstar Fund Report
GMO SGM Major Markets Trust
Fund Report | Report generated 22 May 2022 |
Read the Analyst Research Report


Performance
30 Apr 2022
Growth of $10,000

Fund: GMO SGM Major Markets Trust

Index: Morningstar AU Cash GR AUD

Category: Alternative - Macro Trading
Financial Year Total Returns
Jun-19 | Jun-20 | Jun-21 | Apr-22 | |
---|---|---|---|---|
Fund | -1.25 | 1.01 | 0.41 | -2.14 |
+/- Cat | -2.89 | 4.95 | -3.48 | -5.23 |
+/- Index | -3.04 | 0.31 | 0.43 | -2.10 |
Trailing Total Returns
as at 30 Apr 2022Total Return | +/- Cat | +/- Index | Cat Rank | |
---|---|---|---|---|
1 Month | 0.33 | -0.96 | 0.33 | 10 / 22 |
3 Month | -3.43 | -5.87 | -3.41 | 14 / 22 |
1 Year | -0.53 | -4.64 | -0.48 | 13 / 22 |
3 Year | -1.20 | -2.49 | -1.49 | 16 / 17 |
5 Year | 0.34 | -1.39 | -0.53 | 14 / 17 |
Risk Analysis
as at 30 Apr 20223-Year Risk Measures | Fund | Category | Index |
---|---|---|---|
Standard Deviation | 5.68 | 8.1 | 0.14 |
Sharpe Ratio | -0.24 | 0.15 | -2.14 |
R-Squared | 0.15 | 4.78 | -- |
Beta | 7.64 | -47.48 | -- |
Alpha | -0.93 | -1.36 | -- |
Fund Details
Fund Inception | 02 Dec 2014 |
Responsible Entity | GMO Australia Limited |
Fund Manager | GMO Australia Limited |
Base Currency | $A |
Net Assets $Mil (as at 30 Apr 2022) |
160.22 |
Minimum Investment $ | 500,000 |
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 | GMO0014AU |
Legal Type | Investment Trusts |
Status | Open |
Category | Alternative - Macro Trading |
Entry Price $ | 1.0171 |
Exit Price $ | 1.0171 |
Exit Price 1 Week Change $ |
0.0127 |
Morningstar Ratings
Overall |
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3 Year |
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5 Year |
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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% |