Overview

The GMO Mean Reversion Strategy seeks high total return by taking advantage of the tendency of assets around the world to diverge from and revert to fair pricing over time. The Strategy takes both long and short positions when relative valuation spreads are attractive.

GMO’s proprietary 7-Year Asset Class Forecasts form the foundation of our investment process, providing a framework to assess the return opportunity embedded in different asset classes. Our Asset Allocation approach is flexible, not pre-determined by static allocations or benchmark-related ranges, constrained only by our unwillingness to overpay for an asset. The Strategy primarily invests in equities, but may invest in fixed income and currency securities as well. We expect annualized volatility of approximately 10%.

Facts

Performance

Documents

Literature

Fact Sheet Download
GIPS Compliant Presentation Download
GIPS Composite Descriptions Download
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Downloads

Performance Download
Portfolio Composition Download
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Commentary & Attribution

Commentary - Quarterly Download
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Risks

Risks associated with investing in this Strategy may include: Lack of Correlation Risks, Hedging Risks, Equities Risks, Currency Risks, and Fixed Income Risks.