GMO Equity Dislocation Strategy

Investment Objective

The GMO Equity Dislocation Strategy seeks high total return. The team aim to accomplish this objective by owning attractively valued equities while correspondingly shorting equities where they believe that valuations are reflective of implausible growth expectations. The eligible universe for both the long and short side spans the market capitalization spectrum and includes both developed and emerging markets. The portfolio is diversified across sectors, countries, and regions and is intended to be broadly dollar neutral with an approximate ex-ante beta of zero.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.1 0.3 0.9 0.6 0.6 0.3 0.8 0.4 0.7 0.9 0.2 0.6 0.4
2019 0.4 0.8 0.1 0.8 0.1 1.0 0.0 0.2 0.2 0.6 0.8 0.3 0.7

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