Fact sheet: Ruffer Investment Company

Fund information
Fund name
Ruffer Investment Company
Fund manager company
Ruffer LLP
Fund type
Investment Trust
Fund manager
  • Ruffer LLPsince 07/07/2004
Fund objective
The principal objective of the Company is to achieve a positive total annual return, after all expenses, of at least twice the Bank of England Bank Rate by investing predominantly in internationally listed or quoted equities or equity related securities (including convertibles) or bonds which are issued by corporate issuers, supranationals or government organisations.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
10.5%
1 Year rank in sector
9/12
Sector
IT Flexible Investment
Yield
1.5%
Fund size
£358m
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.
75
Mid price
230
NAV
?Net asset value. The NAV per share may be higher or lower than the share price, which in turn is trading at either a discount or a premium to NAV.
226.07
Discount/Premium
?When the market price of an investment trust’s shares is less than the net asset value (NAV) per share then it is trading at a discount to NAV. A trust’s shares are on a premium when they trade at a higher price than the NAV.
+3.18
Gearing
?Investment trusts have the ability to borrow money which they invest with the aim of generating a higher return than the cost of the loan. An ungeared trust has a figure of 100. A figure of 110 would represent a trust with 10% gearing.
100
Top in this sector
Fund name1 Year
UIL40.2%
JZ Cap Partners35.8%
New Star IT PLC35.6%
Miton Gbl Opps PLC32.8%
Henderson AltStgTrsPLC21.7%
...more in IT Flexible Investment

Performance snapshot

Holdings snapshot

  • Not Specified61%
    Japan16%
    UK8%
    North America6%
    Europe3%
  • No data available.
  • Global Index Linked44%
    Japanese Equities16%
    UK Equities8%
    Commodity & Energy7%
    North American Equities6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.9%3.9%13.9%10.5%12%25.7%
Sector-0.9%1.9%9.9%11.6%17.4%26.5%
Rank within sector11 / 136 / 137 / 129 / 129 / 126 / 11
Quartile4th2nd3rd3rd3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund10.7%-0.8%4.3%7.3%2.1%
Sector11.2%3.3%3.9%5.7%1%
Rank within sector8 / 1210 / 125 / 127 / 128 / 11
Quartile3rd4th2nd3rd3rd
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.
-1.69
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.
0.97
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.
0.01
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%.
8.34
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.
7.02
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.
-0.3
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.
0.28
Price movement
52 week high237
52 week low193.75
Current bid price230
Current offer price233.25
Current mid price230
Region
1Not Specified61%
2Japan16%
3UK8%
4North America6%
5Europe3%
6Asia Pacific ex Japan2%
7Money Market2%
8Others2%
Industry sector
No data available.
Asset type
1Global Index Linked44%
2Japanese Equities16%
3UK Equities8%
4Commodity & Energy7%
5North American Equities6%
6Alternative Investment Strategies4%
7European Equities3%
8Asia Pacific ex Japan Equities2%
9Global Short Maturity Fixed Interest2%
Individual holdings
1TREASURY 1.875% IDX LKD GILT 22/11/22 GBP6.4%
2TREASURY 0.375% IDX-LKD GILT 22/03/62 GBP6.3%
3TREASURY 0.125% GILT 22/03/68 GBP0.014.8%
4US TREASURY 0.625% TIPS 20214.8%
5US TREASURY 0.125% TIPS 20234.1%
6T&D HOLDINGS INC2.2%
7SUMITOMO MITSUI FINANCIAL GROUP INC1.9%
8MITSUBISHI UFJ FINANCIAL GROUP1.8%
9MITSUBISHI ELECTRIC CORP1.1%
Management
Fund manager group
Ruffer
Fund manager company
Ruffer LLP
Fund type
Investment Trust
Fund objective
The principal objective of the Company is to achieve a positive total annual return, after all expenses, of at least twice the Bank of England Bank Rate by investing predominantly in internationally listed or quoted equities or equity related securities (including convertibles) or bonds which are issued by corporate issuers, supranationals or government organisations.
Benchmark
  • No Specified Index
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Ruffer LLP07/07/2004
Compliance
AIC Member
Domicile
No data available.
Fund for sale in
United Kingdom, Guernsey, Offshore
Ruffer Investment Company
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price226.07
CurrencyGBX
Price updated25/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeNKEZ
Data provided by

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