Overview
The GMO SGM Major Markets Investment Fund’s investment objective is long-term total return. The Fund takes both long and short positions in a range of global equity, bond, currency, commodity markets, and over-the-counter (OTC) markets using exchange-traded OTC futures and forward foreign exchange contracts, as well as by making other investments.
The Systematic Global Macro team’s investment process systematically applies value and sentiment strategies across global markets. We believe that markets are inefficient but, in the long term, that economic reality will prevail and markets will revert toward fair value; however, the timing of this is uncertain. We aim to profit from mean reversion by buying markets that we believe are depressed in price and shorting markets that we believe are trading at inflated values. To deal with the uncertainty of timing, we model investor sentiment.
Facts
Performance
Documents
Literature
| Fact Sheet | Download | |
| Prospectus | Download | |
| Prospectus - Austrian Supplement | Download | |
| Prospectus - Fifth Supplement | Download | |
| Prospectus - First Supplement | Download | |
| Prospectus - Fourth Supplement | Download | |
| Prospectus - Second Supplement | Download | |
| Prospectus - Sixth Supplement | Download | |
| Prospectus - Third Supplement | Download | |
| Prospectus - UK Supplement | Download | |
| KIIDs - GBP | Download | |
| KIIDs - USD | Download | |
| PRIIP - EUR | Download | |
| PRIIP - GBP | Download | |
| PRIIP - USD | Download | |
| Download All | Download |
Downloads
Commentary & Attribution
| Commentary Quarterly | Download | |
| Attribution - Monthly | Download | |
| Download All | Download |
Risks
Risks associated with investing in the Fund may include Management and Operational Risk, Market Risk - Equity Securities, Currency Risk, Commodities Risk, and Futures Contracts Risk. For a more complete discussion of these risks and others, please consult the Fund's prospectus.
Disclosures
The making available of any document on this website does not constitute a promotion, offer or sale of any securities, financial instruments, or other financial products to the public in or into any jurisdiction where such promotion, offer or sale is prohibited or to any person or class of person to whom such securities or financial instruments may not be lawfully promoted, offered or sold. You should not rely on any document on this website in making any decision to engage in investment activity without seeking further information from GMO to enable GMO to determine whether you may be eligible to receive such further information or purchase or subscribe for any securities or other financial instruments.