Morningstar Fund Report
GMO SGM Major Markets Trust
Fund Report | Report generated 22 May 2022 | 
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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 2022| Total 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 2022| 3-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 
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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 |
|
| 3 Year |
|
| 5 Year |
|
| 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% |