GBMRX Performance — GMO Benchmark-Free Allocation Series Fund, Class R6
Data updated: 2021-01-29
GBMRX returned −1.21% over one year to Nov 2020. Over one year the fund trailed its Money Market category average: $100 grew to $99, against $105 for the category. Volatility over the past 12 months was 15.28% a year. In the 12 months to Nov 2020 the fund lost a net $141.9M, and assets reached $464.88M.
GBMRX Growth of $100
What $100 invested in GMO Benchmark-Free Allocation Series Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | GBMRX | Category average |
|---|---|---|
| 1 year (Dec 2019 – Nov 2020) | $99 | $105 |
| Since data start (Sep 2019 – Nov 2020) | $103 | $109 |
GBMRX Trailing Returns
Total returns to Nov 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −1.21% |
GBMRX Annual Returns
Calendar-year total returns of GMO Benchmark-Free Allocation Series Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Nov) | −4.22% |
| 2019 (Sep–Dec) | +7.03% |
GBMRX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −2.5% | −3.0% | −10.9% | +6.8% | −0.4% | +1.3% | +3.1% | 0.0% | −0.8% | 0.0% | +3.3% | — |
| 2019 | — | — | — | — | — | — | — | — | +1.6% | +1.6% | +0.6% | +3.1% |
GBMRX Risk
Risk measures from monthly returns over Dec 2019 – Nov 2020.
- 1-year volatility (annualised): 15.28%
- Best month: +6.82% (Apr 2020)
- Worst month: −10.93% (Mar 2020)
GBMRX Fund Flows
Monthly money in and out of GMO Benchmark-Free Allocation Series Fund, from SEC Form N-PORT.
- 12-month net flow: −$141.9M
- 12-month gross sales (incl. reinvestments): $157.0M
- Sales ÷ redemptions: 0.53×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2020 | $5.4M | $19.7M | −$14.3M |
| Oct 2020 | $4.3M | $26.6M | −$22.3M |
| Sep 2020 | $11.2M | $15.8M | −$4.6M |
| Aug 2020 | $5.6M | $44.6M | −$38.9M |
| Jul 2020 | $7.4M | $15.2M | −$7.7M |
| Jun 2020 | $13.3M | $46.3M | −$33.0M |
| May 2020 | $12.8M | $30.8M | −$18.0M |
| Apr 2020 | $18.2M | $26.5M | −$8.3M |
| Mar 2020 | $28.3M | $28.4M | −$90K |
| Feb 2020 | $8.8M | $9.2M | −$399K |
| Jan 2020 | $10.5M | $22.2M | −$11.6M |
| Dec 2019 | $31.1M | $13.8M | $17.3M |
GBMRX Assets Under Management
Net assets of GMO Benchmark-Free Allocation Series Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-11-30 | $464.88M |
| 2020-08-31 | $494.21M |
| 2020-05-31 | $550.50M |
| 2020-02-29 | $609.48M |
| 2019-11-30 | $640.36M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.