Overview
The GMO Fixed Income Absolute Return Strategy seeks to generate positive absolute returns by exploiting opportunities in global fixed income and currency markets. Over a complete market cycle, the Strategy seeks annualized returns of 8% above the FTSE 3-Month Treasury Bill Index with annualized volatility of approximately 10%.
GMO employs quantitative models for forecasting and valuing rates and currency markets, as well as for allocation and trading strategies. Our models use market-based, macroeconomic, and fundamental inputs in conjunction with proprietary research to evaluate and identify investment opportunities.
Facts
Performance
Documents
Literature
Fact Sheet | Download | |
Product Primer | Download | |
GIPS® Composite Report | Download | |
Download All | Download |
Risks
Risks associated with investing in this Strategy may include: Fixed Income Risks, Currency Risks, Forward Contracts Risks, Options Risks, and Futures Risks.