GMO Systematic Global Macro Major Markets


Fund Strategy Macro
Fund Geography Global
Investment Advisor Grantham, Mayo, Van Otterloo & Co. LLC
Portfolio Manager Jason Halliwell, Sean Gleason
Fund Currency USD
Fund AUM $298.3m
Fund AUM (GBP) £225m
Fund AUM as of 30 June 2018
Fund Inception 01 February 2017
Fund Indices AH Macro UCITS Index
Sub Index - Systematic Macro

Fund Objective

The Fund’s investment objective is to seek long-term total return. It typically takes long and short positions in a range of global equity, bond, commodity and currency markets using exchange-traded futures and forward non-U.S. exchange contracts, as well as making other investments. It seeks annualized returns of 5% (gross of fees) above the benchmark, with annualized volatility of approximately 6-10%, each over a complete market cycle.

Reference Index

Citigroup 3M T-Bill Index


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