Fact sheet: CF Waverton Portfolio

Fund information
Fund name
CF Waverton Portfolio B
Fund manager company
Waverton Investment Management
Fund type
OEIC
Fund managers
  • Algernon Percysince 30/11/2009
  • Alexandra Buchansince 01/01/2016
Fund objective
The investment objective of the Waverton Portfolio Fund is to provide long term capital growth. The strategy is to invest in a range of global equities, fixed income securities, alternative asset classes and mutual funds on a global basis but with a bias towards the UK market.
Benchmark
  • FTSE WMA Stock Market Growth TR GBP
Investment style
Flexible,Growth
Investment method
None
Quick stats
1 Year return
18.2%
1 Year rank in sector
73/242
Sector
UT Flexible Investment
Yield
1.1%
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1.02%
Fund size
£150m (£99m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
72
Mid price
174.97
Top in this sector
Fund name1 Year
M&G Managed Growth31.3%
TB Wise Investment29.7%
TB Wise Income29.2%
Smith & Williamson MM GblInvest28.9%
CF Miton Worldwide Opps28.3%
...more in UT Flexible Investment

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • International Equities79.6%
    Global Fixed Interest9.7%
    Alternative Assets6.3%
    Money Market4.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.4%3.7%2.5%18.2%29.5%55.6%
Sector-0.5%2.2%3.4%14.7%24.3%48.6%
Rank within sector105 / 25536 / 251163 / 24373 / 24272 / 19179 / 162
Quartile2nd1st3rd2nd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund4.3%17.6%0.5%7.7%13.1%
Sector3%12.8%2%4.9%14.1%
Rank within sector52 / 24363 / 230157 / 20827 / 186106 / 176
Quartile1st2nd4th1st3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
0.67
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
1.09
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.73
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
8.63
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
2.67
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.5
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.91
Price movement
52 week high179.28
52 week low144.06
Current bid price-
Current offer price-
Current mid price174.97
Region
No data available.
Industry sector
No data available.
Asset type
1International Equities79.6%
2Global Fixed Interest9.7%
3Alternative Assets6.3%
4Money Market4.4%
Individual holdings
1WAVERTON EUROPEAN CAPITAL GROWTH FUND 'L' CLASS €2.8%
2WAVERTON GLOBAL STRATEGIC BOND FUND 'A' US$2.7%
3GOLD BULLION SECURITIES LD GOLD BULLION SECURITIES GBP2.5%
4GOLD BULLION SECURITIES LD GOLD BULLION SECURITIES GBP2.5%
5WELLS FARGO & CO COM US$1 2/32.5%
6BIOGEN COM US$0.00052.4%
7HONEYWELL INTERNATIONAL INC2.4%
8REYNOLDS AMERICAN COM US$0.00012.4%
9AMAZON.COM INC2.3%
Management
Fund manager group
Waverton Investment Management
Fund manager company
Waverton Investment Management
Fund type
OEIC
Fund objective
The investment objective of the Waverton Portfolio Fund is to provide long term capital growth. The strategy is to invest in a range of global equities, fixed income securities, alternative asset classes and mutual funds on a global basis but with a bias towards the UK market.
Benchmark
  • FTSE WMA Stock Market Growth TR GBP
Investment style
Flexible,Growth
Investment method
None
Fund managers
NameSinceBiography
Algernon Percy30/11/2009Algernon joined the company in 2003 as a Private Client Portfolio Manager. He was promoted to Head of Private Clients before being appointed Managing Director in 2013. He is the Chairman of the Asset Allocation Committee and manages the Waverton Portfolio Fund. Prior to joining Waverton he worked for nine years in the Private Client department of Mercury Asset Management (later Merrill Lynch Investment Managers). Algernon graduated from Christ Church, Oxford, in 1990 with a degree in History and is an Associate of the Chartered Institute for Securities & Investment (CISI).
Alexandra Buchan01/01/2016Alexandra joined the company in 2013 as a UK equity specialist. She manages portfolios for a wide range of clients with a particular emphasis on offshore assets. She is the manager of the Waverton UK Fund and co-manages the Waverton Portfolio Fund. Alexandra came to Waverton after completing an Investment Management graduate training scheme at Smith & Williamson.  Alexandra graduated from the University of Durham with a degree in History and since then has passed the Investment Management Certificate, the CISI Masters in Wealth Management and CFA Level 1.
Compliance
IA Recognised, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
CF Waverton Portfolio A
Initial charge-
Annual charge1%
Min single investment£50,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.27%
Total expense ratio (TER)1.43%
Bid price-
Offer price-
Mid price175.31
CurrencyGBX
Price updated24/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeV511
CF Waverton Portfolio B
Initial charge-
Annual charge0.75%
Min single investment£25,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)1.02%
Total expense ratio (TER)1.93%
Bid price-
Offer price-
Mid price174.97
CurrencyGBX
Price updated24/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeW861
Data provided by

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