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® Composite Report | Download | |
| Composite Descriptions | Download | |
| Download All | Download |
Commentary & Attribution
| Commentary Quarterly | Download | |
| Attribution - Quarterly | Download | |
| Attribution - YTD | Download | |
| Download All | Download |
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.