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 U.S. Aggregate Index 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 a complete market cycle. 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.





Fact Sheet Download
GIPS® Composite Report Download
Composite Descriptions Download
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Performance Download
Portfolio Composition Download
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Commentary & Attribution

Commentary Quarterly Download
Market Review Download
Attribution - Monthly Download
Attribution - Quarterly Download
Attribution - YTD Download
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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.