Overview

The GMO Global Asset Allocation Strategy seeks to achieve a total return greater than that of its benchmark of 65% MSCI All Country World Index and 35% Bloomberg Barclays U.S. Aggregate Index, over a complete market cycle, by allocating dynamically across asset classes.

The philosophy that underlies all of GMO’s Asset Allocation investment strategies is the belief that, at times and in the short term, the pricing of asset classes can deviate from true intrinsic value, but mean reverts to appropriate valuation levels over the long term. 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. We use that insight to allocate to what we believe are the most attractively priced asset classes. We also seek to add value through security selection within both traditional and alternative asset classes.

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 - Monthly Download
Commentary - Quarterly Download
Annual Letter Download
Market Review Download
Attribution - Monthly Download
Attribution - Quarterly Download
Attribution - YTD Download
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Risks

Risks associated with investing in the Strategy may include Management and Operational Risk, Market Risk - Equities, Non-U.S. Investment Risk, Market Risk - Fixed Income Investments, and Derivatives and Short Sales Risk.