Fact sheet: Charity Assets Trust

Fund information
Fund name
Charity Assets Trust Acc
Fund manager company
Ruffer LLP
Fund type
Unit Trust
Fund manager
  • Christopher Queréesince 08/03/2012
Fund objective
The fund aims to achieve low volatility and positive returns from an actively managed portfolio of different asset classes, including equities, bonds and currencies. Pervading this objective is a fundamental philosophy of capital preservation.
Benchmark
No data available.
Investment style
Flexible
Investment method
None
Quick stats
1 Year return
9.4%
1 Year rank in sector
205/242
Sector
UT Flexible Investment
Yield
2%
Fund size
£82m (£63m 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.
47
Top in this sector
Fund name1 Year
M&G Managed Growth29.1%
TB Wise Investment28.8%
CF Miton Worldwide Opps28.2%
Smith & Williamson MM GblInvest27.9%
TB Wise Income27.6%
...more in UT Flexible Investment

Performance snapshot

Holdings snapshot

  • Not Specified44%
    Japan15%
    International13%
    UK10%
    Money Market8%
  • No data available.
  • UK Index-Linked Gilts41%
    Japanese Equities15%
    UK Equities10%
    Global Short Maturity Fixed Interest9%
    Money Market8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.2%-0.3%1.3%9.4%20.3%34%
Sector-1.9%1.2%3%14%24.8%46.6%
Rank within sector74 / 255225 / 250197 / 243205 / 242144 / 191139 / 162
Quartile2nd4th4th4th4th4th
Calendar performance
 YTD - 20172016201520142013
Fund0.5%10.5%1.2%6.5%10.7%
Sector2.4%12.8%2%4.9%14.1%
Rank within sector219 / 243170 / 230133 / 20853 / 186128 / 176
Quartile4th3rd3rd2nd3rd
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.
0.33
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.
0.81
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.
0.53
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%.
5.37
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.
2.83
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.
-0.38
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.
0.76
Price movement
52 week high132.77
52 week low117.69
Current bid price-
Current offer price-
Current mid price130.96
Region
1Not Specified44%
2Japan15%
3International13%
4UK10%
5Money Market8%
6North America6%
7Europe3%
8Asia Pacific ex Japan1%
Industry sector
No data available.
Asset type
1UK Index-Linked Gilts41%
2Japanese Equities15%
3UK Equities10%
4Global Short Maturity Fixed Interest9%
5Money Market8%
6North American Equities6%
7Commodity & Energy5%
8European Equities3%
9Alternative Investment Strategies2%
Individual holdings
1UK TREASURY INDEX-LINKED 0% 20178.8%
2TREASURY 0.5% IDX LKD GILT 22/3/50 GBP0.016.5%
3US TIPS 1.125% 20215.7%
4TREASURY 0.125% IDX GILT 22/03/24 GBP0.014.6%
5TREASURY 1.875% IDX LKD GILT 22/11/22 GBP4.4%
6DAI-ICHI LIFE INSURANCE CO LTD.2.3%
7LLOYDS BANKING GROUP PLC2%
8NEWCREST MINING1.7%
9ORIX CORP1.5%
Management
Fund manager group
Ruffer
Fund manager company
Ruffer LLP
Fund type
Unit Trust
Fund objective
The fund aims to achieve low volatility and positive returns from an actively managed portfolio of different asset classes, including equities, bonds and currencies. Pervading this objective is a fundamental philosophy of capital preservation.
Benchmark
No data available.
Investment style
Flexible
Investment method
None
Fund manager
NameSinceBiography
Christopher Querée08/03/2012Previously Director at Le Masurier, James & Chinn, now absorbed within the HSBC Group. He spent thirteen years there, with responsibility for offshore private clients before moving to Chiswell Associates in 2001, focusing on charity fund management. He holds an MBA from Henley Management College and joined the Ruffer Group in 2004.
Compliance
IA Recognised
Domicile
No data available.
Fund for sale in
United Kingdom
Charity Assets Trust Acc
Initial charge1%
Annual charge1%
Min single investment£500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price130.96
CurrencyGBX
Price updated19/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeN5IL
Charity Assets Trust Inc
Initial charge1%
Annual charge1%
Min single investment£500
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price118.21
CurrencyGBX
Price updated19/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeN5IM
Data provided by

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