Fact sheet: CF Windrush

Fund information
Fund name
CF Windrush
Fund manager company
Capita Financial Managers
Fund type
OEIC
Fund manager
No data available.
Fund objective
To achieve low volatility, positive returns from an actively managed portfolio of different asset classes, including internationally listed or quoted equities or equity related securities (including convertibles) or bonds which are issued by corporate issuers, supra-nationals or government organisations and currencies. The fund may also invest in collective investment schemes, cash deposits and money market instruments. Pervading this objective is a fundamental philosophy of capital preservation. The fund's principal performance objective is to achieve a positive total annual return, after all expenses, of twice the Bank of England base rate. In selecting investments the Fund will adopt a stock picking approach and will not adopt any investment weightings by reference to any equity benchmark.
Benchmark
  • No Specified Index
Investment style
Balanced
Investment method
None
Quick stats
1 Year return
10.5%
1 Year rank in sector
55/204
Sector
UT Mixed Investment 20%-60% Shares
Yield
-
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.
1.56%
Fund size
£13m (£11m 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.
52
Mid price
1942.04
Top in this sector
Fund name1 Year
AXA Global Distribution20.2%
S&W The Magpie18.8%
SVS TPI Balanced 218.8%
Investec Caut Mgd18.4%
AXA Lifetime Distribution16.7%
...more in UT Mixed Investment 20%-60% Shares

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.3%-0.3%10.2%10.5%21%37%
Sector-0.1%-0.2%6.3%8.3%16.6%35.5%
Rank within sector196 / 214110 / 21317 / 21155 / 20446 / 17393 / 144
Quartile4th3rd1st2nd2nd3rd
Calendar performance
 YTD - 20162015201420132012
Fund12.2%2%5.6%10.6%1.5%
Sector8.4%1.2%5%9%8%
Rank within sector35 / 20477 / 19080 / 17571 / 161143 / 145
Quartile1st2nd2nd2nd4th
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.
1.63
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.
0.87
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.
0.52
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%.
5.85
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.
3.05
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.
0.28
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.
0.75
Price movement
52 week high1966.7
52 week low1666.69
Current bid price-
Current offer price-
Current mid price1942.04
Region
1Not Specified63.44%
2Japan12.8%
3North America9.53%
4UK8.28%
5Net Current Assets2.74%
6Continental Europe2.72%
7Hong Kong0.49%
Industry sector
No data available.
Asset type
No data available.
Individual holdings
1US TREASURY IL 3.875% 15/04/202910.53%
2TREASURY 0.125% GILT 22/03/68 GBP0.017.83%
3TREASURY I-L 2.50% 20207.34%
4US TREASURY 0.417% FLOATING RATE NOTE 20176.27%
5US TREASURY TIPS 1.875% 20195.98%
6CF RUFFER GOLD3.64%
7TREASURY 1.875% IDX LKD GILT 22/11/22 GBP3.36%
8CF RUFFER JAPANESE3.33%
9TREASURY 0.375% 22/03/20622.52%
Management
Fund manager group
Capita Financial Managers
Fund manager company
Capita Financial Managers
Fund type
OEIC
Fund objective
To achieve low volatility, positive returns from an actively managed portfolio of different asset classes, including internationally listed or quoted equities or equity related securities (including convertibles) or bonds which are issued by corporate issuers, supra-nationals or government organisations and currencies. The fund may also invest in collective investment schemes, cash deposits and money market instruments. Pervading this objective is a fundamental philosophy of capital preservation. The fund's principal performance objective is to achieve a positive total annual return, after all expenses, of twice the Bank of England base rate. In selecting investments the Fund will adopt a stock picking approach and will not adopt any investment weightings by reference to any equity benchmark.
Benchmark
  • No Specified Index
Investment style
Balanced
Investment method
None
Fund manager
No data available.
Compliance
IA Recognised, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
CF Windrush
Initial charge7.5%
Annual charge1.29%
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)1.56%
Total expense ratio (TER)1.6%
Bid price-
Offer price-
Mid price1942.04
CurrencyGBX
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeV236
Data provided by

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