GMO Risk Premium VI
Name
As of 02/10/2021Price
Aum/Mkt Cap
YIELD
Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.
Exp Ratio
Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.
Watchlist
Vitals
YTD Return
0.4%
1 yr return
3.4%
3 Yr Avg Return
2.3%
5 Yr Avg Return
7.6%
Net Assets
$9.14 M
Holdings in Top 10
99.7%
52 WEEK LOW AND HIGH
$27.7
$19.97
$28.17
Expenses
OPERATING FEES
Expense Ratio 0.36%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 42.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$300,000,000
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 02/10/2021Price
Aum/Mkt Cap
YIELD
Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.
Exp Ratio
Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.
Watchlist
GMOKX - Profile
Distributions
- YTD Total Return 0.4%
- 3 Yr Annualized Total Return 2.3%
- 5 Yr Annualized Total Return 7.6%
- Capital Gain Distribution Frequency Semi-Annually
- Net Income Ratio 2.00%
- Dividend Yield 0.1%
- Dividend Distribution Frequency Annually
Fund Details
-
Legal NameGMO Risk Premium Fund
-
Fund Family NameGMO
-
Inception DateNov 15, 2012
-
Shares OutstandingN/A
-
Share ClassOther
-
CurrencyUSD
-
Domiciled CountryUnited States
Fund Description
GMOKX - Performance
Return Ranking - Trailing
Period | GMOKX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 0.4% | -4.7% | 15.3% | 91.48% |
1 Yr | 3.4% | -8.8% | 46.1% | 96.28% |
3 Yr | 2.3%* | -26.7% | 13.4% | 90.67% |
5 Yr | 7.6%* | 3.6% | 15.6% | 63.88% |
10 Yr | N/A* | -2.3% | 10.7% | N/A |
* Annualized
Return Ranking - Calendar
Period | GMOKX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | -0.6% | -21.0% | 24.5% | 74.95% |
2022 | 9.6% | -46.3% | 27.8% | 74.22% |
2021 | -8.6% | -41.9% | -2.0% | 19.32% |
2020 | -4.9% | -100.0% | 20.6% | 99.47% |
2019 | 210.7% | -17.0% | 210.7% | 0.28% |
Total Return Ranking - Trailing
Period | GMOKX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 0.4% | -4.7% | 15.3% | 91.28% |
1 Yr | 3.4% | -13.4% | 46.1% | 93.60% |
3 Yr | 2.3%* | -26.7% | 13.4% | 88.00% |
5 Yr | 7.6%* | 3.1% | 15.6% | 60.53% |
10 Yr | N/A* | -2.3% | 10.7% | N/A |
* Annualized
Total Return Ranking - Calendar
Period | GMOKX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | -0.6% | -21.0% | 24.5% | 74.95% |
2022 | 9.6% | -46.3% | 27.8% | 75.56% |
2021 | -8.3% | -41.9% | -2.0% | 35.75% |
2020 | 13.0% | -100.0% | 23.1% | 51.60% |
2019 | 233.7% | -9.5% | 233.7% | 0.28% |
NAV & Total Return History
GMOKX - Holdings
Concentration Analysis
GMOKX | Category Low | Category High | GMOKX % Rank | |
---|---|---|---|---|
Net Assets | 9.14 M | 20 | 104 B | 96.22% |
Number of Holdings | 7 | 2 | 2940 | 97.38% |
Net Assets in Top 10 | 12 M | -8.87 M | 18.8 B | 86.29% |
Weighting of Top 10 | 99.65% | 9.2% | 100.0% | 7.48% |
Top 10 Holdings
- United States Treasury Notes 1.125% 54.03%
- United States Treasury Notes 0.17% 51.83%
- United States Treasury Notes 0.135% 40.69%
- S+P 500 Index Dec20 3570 Put 1.02%
- S+p 500 Index Sep20 3385 Put 0.83%
- S+p 500 Index Sep20 3385 Put 0.83%
- S+p 500 Index Sep20 3385 Put 0.83%
- S+p 500 Index Sep20 3385 Put 0.83%
- S+p 500 Index Sep20 3385 Put 0.83%
- S+p 500 Index Sep20 3385 Put 0.83%
Asset Allocation
Weighting | Return Low | Return High | GMOKX % Rank | |
---|---|---|---|---|
Bonds | 94.72% | -22.81% | 109.96% | 0.80% |
Cash | 6.51% | -154.68% | 89.61% | 36.69% |
Preferred Stocks | 0.00% | 0.00% | 37.45% | 73.99% |
Convertible Bonds | 0.00% | 0.00% | 30.11% | 82.86% |
Other | -0.22% | -1.21% | 254.68% | 99.19% |
Stocks | -1.02% | -1.02% | 98.42% | 99.80% |
Bond Sector Breakdown
Weighting | Return Low | Return High | GMOKX % Rank | |
---|---|---|---|---|
Government | 93.57% | 0.00% | 93.57% | 0.20% |
Cash & Equivalents | 6.43% | 1.39% | 100.00% | 85.28% |
Derivative | 0.00% | 0.00% | 41.75% | 58.06% |
Securitized | 0.00% | 0.00% | 64.92% | 75.40% |
Corporate | 0.00% | 0.00% | 98.37% | 91.73% |
Municipal | 0.00% | 0.00% | 3.19% | 47.58% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | GMOKX % Rank | |
---|---|---|---|---|
US | 94.72% | -28.46% | 94.72% | 0.20% |
Non US | 0.00% | 0.00% | 43.61% | 90.52% |
GMOKX - Expenses
Operational Fees
GMOKX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 0.36% | 0.01% | 22.80% | 93.42% |
Management Fee | 0.31% | 0.00% | 1.90% | 26.34% |
12b-1 Fee | N/A | 0.00% | 1.00% | N/A |
Administrative Fee | N/A | 0.01% | 0.70% | N/A |
Sales Fees
GMOKX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 2.25% | 5.75% | 99.18% |
Deferred Load | N/A | 1.00% | 5.50% | N/A |
Trading Fees
GMOKX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 2.00% | 2.00% | 98.95% |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
GMOKX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 42.00% | 0.00% | 464.61% | 23.70% |
GMOKX - Distributions
Dividend Yield Analysis
GMOKX | Category Low | Category High | GMOKX % Rank | |
---|---|---|---|---|
Dividend Yield | 0.12% | 0.00% | 6.32% | 28.26% |
Dividend Distribution Analysis
GMOKX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Annually | Annually | Monthly | Annually |
Net Income Ratio Analysis
GMOKX | Category Low | Category High | GMOKX % Rank | |
---|---|---|---|---|
Net Income Ratio | 2.00% | -2.33% | 7.22% | 38.60% |
Capital Gain Distribution Analysis
GMOKX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Semi-Annually | Annually | Annually | Annually |