The fund seeks to capture returns commensurate with the equity risk premium over a full market cycle with less volatility than global equity markets primarily by selling (writing) put options on stock indices. GMO does not manage the fund to, or control the fund's risk relative to, any securities index or securities benchmark. The fund is non-diversified.
Stock Prices
GMO Risk Premium Fund Class III's stock prices have been subject to undulating patterns. The peak stock value during this interval surged to $27.91, while its low point bottomed out at $27.91. This variance in figures offers investors a lucid insight into the roller-coaster ride that is GMO Risk Premium Fund Class III's stock market.
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