GMRPX Performance — GMO Risk Premium Fund, Class III
Data updated: 2021-01-29
GMRPX returned +0.92% over one year to Nov 2020. Over one year the fund trailed its Money Market category average: $100 grew to $101, against $105 for the category. Volatility over the past 12 months was 20.21% a year. In the 12 months to Nov 2020 the fund lost a net $3.8M, and assets reached $12.29M.
GMRPX Growth of $100
What $100 invested in GMO Risk Premium Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | GMRPX | Category average |
|---|---|---|
| 1 year (Dec 2019 – Nov 2020) | $101 | $105 |
| Since data start (Sep 2019 – Nov 2020) | $105 | $109 |
GMRPX Trailing Returns
Total returns to Nov 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +0.92% |
GMRPX Annual Returns
Calendar-year total returns of GMO Risk Premium Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Nov) | −0.02% |
| 2019 (Sep–Dec) | +4.98% |
GMRPX 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 | −1.0% | −6.6% | −13.4% | +5.2% | +4.2% | +1.2% | +3.7% | +2.4% | +0.2% | −2.9% | +8.8% | — |
| 2019 | — | — | — | — | — | — | — | — | +0.9% | +1.8% | +1.3% | +0.9% |
GMRPX Risk
Risk measures from monthly returns over Dec 2019 – Nov 2020.
- 1-year volatility (annualised): 20.21%
- Best month: +8.82% (Nov 2020)
- Worst month: −13.36% (Mar 2020)
GMRPX Fund Flows
Monthly money in and out of GMO Risk Premium Fund, from SEC Form N-PORT.
- 12-month net flow: −$3.8M
- 12-month gross sales (incl. reinvestments): $18.1M
- Sales ÷ redemptions: 0.83×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2020 | $0 | $37K | −$37K |
| Oct 2020 | $0 | $3.8M | −$3.8M |
| Sep 2020 | $0 | $1.3M | −$1.3M |
| Aug 2020 | $0 | $805K | −$805K |
| Jul 2020 | $0 | $0 | $0 |
| Jun 2020 | $0 | $34K | −$34K |
| May 2020 | $0 | $0 | $0 |
| Apr 2020 | $0 | $3K | −$3K |
| Mar 2020 | $18.0M | $15.7M | $2.2M |
| Feb 2020 | $103K | $87K | $16K |
| Jan 2020 | $0 | $0 | $0 |
| Dec 2019 | $0 | $21K | −$21K |
GMRPX Assets Under Management
Net assets of GMO Risk Premium Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-11-30 | $12.29M |
| 2020-08-31 | $16.73M |
| 2020-05-31 | $16.36M |
| 2020-02-29 | $19.17M |
| 2019-11-30 | $20.53M |
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.