Fact sheet: CG Real Return

Fund information
Fund name
CG Real Return Inc
Fund manager company
CG Asset Management Ltd
Fund type
No data available.
Fund managers
  • Alastair Laingsince 03/01/2011
  • Peter Spillersince 12/03/2004
Fund objective
The investment objective of the Fund is to achieve real returns through long only investment in a global portfolio of government index linked bonds outside the United Kingdom.
Benchmark
  • Barclays World Ex UK Inflation Linked
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
23.4%
1 Year rank in sector
6/296
Sector
FO Fixed Int - Global
Yield
-
Fund size
£553m
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.
71
Top in this sector
Fund name1 Year
Capital Group GHIOL32.5%
Dodge & Cox Global Bond27.4%
HSBC GIF Gbl AsBk Bd24.3%
Russell Gbl Bd24.3%
Morg Stnly Gbl Mrtg Securts23.5%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • USA76%
    Germany10%
    Canada7%
    Sweden3%
    Australia1%
  • AAA98%
    Money Market1%
    AA1%
  • US Fixed Interest76%
    German Fixed Interest10%
    Canadian Fixed Interest7%
    Swedish Fixed Interest3%
    Australian Fixed Interest1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-4.5%2.7%15.6%23.4%27.9%19.6%
Sector-1.9%-2.1%0.9%2.9%5.6%14.2%
Rank within sector280 / 31515 / 3136 / 3086 / 29612 / 23659 / 169
Quartile4th1st1st1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund21.4%2.5%5.1%-10.9%1%
Sector3.9%-1.6%3.7%-1.6%8.2%
Rank within sector5 / 30025 / 27698 / 237201 / 206160 / 171
Quartile1st1st2nd4th4th
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.
6.31
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.
1.23
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.
0.57
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%.
9.49
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.
8.93
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.
0.72
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.
0.11
Price movement
52 week high215.2
52 week low165.05
Current bid price-
Current offer price-
Current mid price202.04
Region
1USA76%
2Germany10%
3Canada7%
4Sweden3%
5Australia1%
6Denmark1%
7Japan1%
8Money Market1%
Industry sector
1AAA98.01%
2Money Market1%
3AA0.99%
Asset type
1US Fixed Interest76%
2German Fixed Interest10%
3Canadian Fixed Interest7%
4Swedish Fixed Interest3%
5Australian Fixed Interest1%
6Danish Fixed Interest1%
7Japanese Fixed Interest1%
8Money Market1%
Individual holdings
1UNITED STATES OF AMER TREAS BONDS 2% BDS 15/01/26 USD100013.6%
2USA (GOVT) I/L 0.125 15/04/208.7%
3US I/L 0.125%/12-15.01.20226.7%
4USA I/L 0.125% 15/01/236.4%
5US TREASURY I/I 0.63 15/07/20215.8%
Management
Fund manager group
CG Asset Management
Fund manager company
CG Asset Management Ltd
Fund type
No data available.
Fund objective
The investment objective of the Fund is to achieve real returns through long only investment in a global portfolio of government index linked bonds outside the United Kingdom.
Benchmark
  • Barclays World Ex UK Inflation Linked
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Alastair Laing03/01/2011Alastair has managed the fund since joining CGAM in 2011. Alastair joined CGAM from HgCapital LLP (a pan- European private equity fund) and previously worked with the mergers and acquisitions team at Deloi e LLP. Alastair was educated at Edinburgh University and was an MBA scholar at the London Business School. He is a member of the Chartered Institute of Accountants of Scotland.
Peter Spiller12/03/2004Peter founded CGAM in 2001 and has managed the fund since inception. Prior to founding CGAM Peter was a partner and strategy director for Cazenove Capital Management and a US equity investor at Capel Cure & Myers. Peter was educated at Wellington College and Christ Church, Oxford.
Compliance
Distributor Status, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom, Ireland, Offshore
CG Real Return Inc
Initial charge-
Annual charge0.25%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.33%
Bid price-
Offer price-
Mid price202.04
CurrencyGBP
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeB6M3
Data provided by

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