Grantham, Mayo, & Van Otterloo

Founding Date

Grantham, Mayo & Van Otterloo is a Boston-based money manager with rouhgly 70 Billion under management. The firm focuses on high-level asset allocation.

  • One of the largest asset managers in the world
  • Regularly publishes a 7 year forecast for the returns on various asset classes
    • These have proven to be somewhat accurate over time
    • Chose 7 years because historically it takes asset classes 7 years for an asset class to return to its fair value (whether starting from over or undervalued)
  • Has a strong focus on Foreign & Emerging Markets
    • Takes a top-down approach to select the best countries to invest in
    • Looks at countries based on Valuation (what's cheap) and Macro (which countries are doing the right things)
    • During 2020 added a Covid Overlay - who is doing well and who is prepared to deal with problems.