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® Compliant Presentation Download
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Downloads

Performance Download
Portfolio Composition Download
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Commentary & Attribution

Commentary - Monthly Download
Commentary - Quarterly Download
Commentary - Annual Download
Annual Letter Download
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Risks

Risks associated with investing in this Strategy may include: Fixed Income Risks, Currency Risks, Forward Contracts Risks, Options Risks, and Futures Risks.