Overview

The GMO Global Bond Strategy seeks total return in excess of that of the J.P. Morgan Global Government Bond Index.

GMO constructs the portfolio by combining a benchmark replication process with active overlay strategies. To replicate the benchmark, we use quantitative methods for trading strategies as well as security and sector selection. Our overlay strategies are model-based and actively managed in global rate and currency markets, using market-based, macroeconomic, and fundamental inputs in conjunction with proprietary research to evaluate and identify investment opportunities.

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
Attribution - Quarterly Download
Attribution - YTD Download
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Risks

Risks associated with investing in the Strategy may include: Market Risk - Fixed Income Investments, Credit Risk, Illiquidity Risk, Derivatives and Short Sales Risk, and Futures Contracts Risk.