Global developed market large cap-biased equities. Active strategy with concentrated portfolio.
Data as of
GMO LLC is a Boston-based investment management firm that generally follows the investment philosophy of Jeremy Grantham, one of the three founders of the firm, that all asset classes and markets will revert to the mean. GMO is known to offer long-term valuation-based and contrarian-style investment solutions, though the firm is comprised of a collection of investment teams with focused specialities that may adopt other investment approaches.
The GMO Quality Investment Fund is an actively managed fund seeking to generate total return by investing primarily in high quality equities primarily in global developed markets and up to 20% in emerging markets, with no market cap or currency constraints. The fund defines high quality companies as those with established business that will deliver a high level of return on past investments and that will utilise cash flows in the future by making investments with potential for high levels of return on capital or by returning cash to shareholders through dividend, share buybacks, or other mechanisms.
The stock selection process uses a combination of systematic factors (such as profitability, profit stability, leverage), judgemental factors (such as assessment of future profitability, capital allocation, growth opportunities), valuation methodologies (such as discounted cash flow analysis, multiple of price to earnings, book value), and trading patterns (such as price movement and volatility). The fund runs a concentrated portfolio of >45 holdings.
Price Performance – Maximum Period
Investment-Time-Horizon in years
GMO Funds PLC - GMO Quality Investment Fund
This fund represents active exposure to global developed large cap-biased equities.
iShares Edge MSCI World Quality Factor UCITS ETF
Dimensional Funds PLC - World Allocation 80/20 Fund
The Dimensional World Allocation 80/20 Fund is our FAIRHORIZON Orange reference benchmark solution that has 80% global developed equities and 20% global investment grade short-to-medium maturity bonds for global defensive equity-like returns and volatility.
This fund represents active exposure to global developed large cap-biased equities.
The fund focuses on a bottom-up investment approach using a combination of systematic factors, judgemental factors, valuation methodologies, and trading patterns.
Sectors
Geography