GLAPX Performance — GMO Global Asset Allocation Series Fund, Class PS
Data updated: 2021-01-29
GLAPX returned +5.53% over one year to Nov 2020. Over one year the fund beat its Money Market category average: $100 grew to $106, against $105 for the category. Volatility over the past 12 months was 17.40% a year. In the 12 months to Nov 2020 the fund lost a net $12.2M, and assets reached $165.69M.
GLAPX Growth of $100
What $100 invested in GMO Global Asset 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 | GLAPX | Category average |
|---|---|---|
| 1 year (Dec 2019 – Nov 2020) | $106 | $105 |
| Since data start (Sep 2019 – Nov 2020) | $111 | $109 |
GLAPX Trailing Returns
Total returns to Nov 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +5.53% |
GLAPX Annual Returns
Calendar-year total returns of GMO Global Asset Allocation Series Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Nov) | +2.15% |
| 2019 (Sep–Dec) | +8.72% |
GLAPX 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 | −1.9% | −4.0% | −11.4% | +6.6% | +2.2% | +2.2% | +3.4% | +1.7% | −1.4% | −1.0% | +7.1% | — |
| 2019 | — | — | — | — | — | — | — | — | +2.0% | +2.2% | +0.9% | +3.3% |
GLAPX Risk
Risk measures from monthly returns over Dec 2019 – Nov 2020.
- 1-year volatility (annualised): 17.40%
- Best month: +7.09% (Nov 2020)
- Worst month: −11.38% (Mar 2020)
GLAPX Fund Flows
Monthly money in and out of GMO Global Asset Allocation Series Fund, from SEC Form N-PORT.
- 12-month net flow: −$12.2M
- 12-month gross sales (incl. reinvestments): $17.9M
- Sales ÷ redemptions: 0.60×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2020 | $940K | $1.7M | −$742K |
| Oct 2020 | $418K | $4.6M | −$4.1M |
| Sep 2020 | $2.3M | $1.7M | $662K |
| Aug 2020 | $415K | $2.0M | −$1.6M |
| Jul 2020 | $1.4M | $1.5M | −$75K |
| Jun 2020 | $834K | $2.0M | −$1.1M |
| May 2020 | $706K | $1.4M | −$699K |
| Apr 2020 | $765K | $1.6M | −$885K |
| Mar 2020 | $917K | $3.6M | −$2.7M |
| Feb 2020 | $915K | $1.1M | −$195K |
| Jan 2020 | $880K | $2.0M | −$1.1M |
| Dec 2019 | $7.4M | $7.0M | $376K |
GLAPX Assets Under Management
Net assets of GMO Global Asset Allocation Series Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-11-30 | $165.69M |
| 2020-08-31 | $162.58M |
| 2020-05-31 | $154.72M |
| 2020-02-29 | $164.88M |
| 2019-11-30 | $176.58M |
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.