GSOFX Performance — GMO Special Opportunities Fund, Class VI
Data updated: 2021-01-29
GSOFX returned +165.40% over one year to Nov 2020. Over one year the fund beat its Money Market category average: $100 grew to $265, against $105 for the category. Volatility over the past 12 months was 71.88% a year. In the 12 months to Nov 2020 the fund lost a net $209.3M, and assets reached $265.49M.
GSOFX Growth of $100
What $100 invested in GMO Special Opportunities Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | GSOFX | Category average |
|---|---|---|
| 1 year (Dec 2019 – Nov 2020) | $265 | $105 |
| Since data start (Sep 2019 – Nov 2020) | $279 | $109 |
GSOFX Trailing Returns
Total returns to Nov 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +165.40% |
GSOFX Annual Returns
Calendar-year total returns of GMO Special Opportunities Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Nov) | +168.49% |
| 2019 (Sep–Dec) | +3.81% |
GSOFX 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 | +2.6% | −8.3% | −23.6% | +48.6% | +33.6% | +25.1% | +18.3% | +18.8% | −3.7% | −8.7% | +21.6% | — |
| 2019 | — | — | — | — | — | — | — | — | −1.9% | −0.7% | +7.9% | −1.1% |
GSOFX Risk
Risk measures from monthly returns over Dec 2019 – Nov 2020.
- 1-year volatility (annualised): 71.88%
- Best month: +48.60% (Apr 2020)
- Worst month: −23.64% (Mar 2020)
GSOFX Fund Flows
Monthly money in and out of GMO Special Opportunities Fund, from SEC Form N-PORT.
- 12-month net flow: −$209.3M
- 12-month gross sales (incl. reinvestments): $220.4M
- Sales ÷ redemptions: 0.51×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2020 | $50K | $0 | $50K |
| Oct 2020 | $0 | $10.0M | −$10.0M |
| Sep 2020 | $29.9M | $45.0M | −$15.1M |
| Aug 2020 | $54.7M | $44.0M | $10.7M |
| Jul 2020 | $0 | $27.5M | −$27.5M |
| Jun 2020 | $29.9M | $118.0M | −$88.1M |
| May 2020 | $0 | $51.9M | −$51.9M |
| Apr 2020 | $0 | $76.8M | −$76.8M |
| Mar 2020 | $62.1M | $19.3M | $42.8M |
| Feb 2020 | $0 | $14.3M | −$14.3M |
| Jan 2020 | $0 | $17.5M | −$17.5M |
| Dec 2019 | $43.8M | $5.4M | $38.4M |
GSOFX Assets Under Management
Net assets of GMO Special Opportunities Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-11-30 | $265.49M |
| 2020-08-31 | $301.20M |
| 2020-05-31 | $328.32M |
| 2020-02-29 | $286.25M |
| 2019-11-30 | $342.90M |
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.