Fact sheet: SIP CF Ruffer Tot Rtn Pn

Fund information
Fund name
SIP CF Ruffer Total Return Pn S6
Fund manager company
Sanlam Investments & Pensions
Fund type
Pension Fund
Fund managers
  • David Ballancesince 30/09/2006
  • Steve Russellsince 30/09/2006
Underlying fund
CF Ruffer Tot Return
Fund objective
The fund aims to achieve low volatility, positive returns from an actively managed portfolio of different asset classes, including equities, bonds and currencies. Capital invested is at risk and there is no guarantee that a positive return will be delivered over any one or a number of twelve-month periods. The fund may also invest in collective investment schemes, cash, money market instruments, other transferable securities and derivatives and forward transactions. Pervading this objective is a fundamental philosophy of capital preservation.
Benchmark
No data available.
Investment style
Balanced
Investment method
None
Quick stats
1 Year return
9.6%
1 Year rank in sector
312/422
Sector
PN Flexible Investment
Yield
-
Fund size
£0m (£0m 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.
50
Bid price
202.8
Offer price
213.5
Top in this sector
Fund name1 Year
Scot Eq UBS Stockmkt Mgd Pn28.6%
Aviva Variable Annuity CU Pn27.3%
FL Spicers Adventurous Pn25.6%
Aegon Mrc Divfd Gth Pn25.2%
OMW IPL F&CUK EqLkd GiltPn24.9%
...more in PN Flexible Investment

Performance snapshot

Holdings snapshot

  • Not Specified34%
    International19%
    Japan15%
    UK11%
    Money Market8%
  • No data available.
  • Global Index Linked42%
    Japanese Equities15%
    UK Equities11%
    Money Market8%
    Commodity & Energy6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.5%11.4%9.6%18%29.4%
Sector0.1%0.2%8.6%12%24.6%53.7%
Rank within sector249 / 485279 / 472181 / 464312 / 422264 / 309230 / 246
Quartile3rd3rd2nd3rd4th4th
Calendar performance
 YTD - 20162015201420132012
Fund12.3%-1.1%5.4%8.5%2.8%
Sector11.7%2.5%6.7%14.8%10.5%
Rank within sector227 / 430310 / 335187 / 309245 / 266247 / 249
Quartile3rd4th3rd4th4th
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.
0.3
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.
0.72
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.
0.29
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%.
6.1
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.
4.05
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.
-0.39
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.
0.66
Price movement
52 week high202.9
52 week low172.5
Current bid price202.8
Current offer price213.5
Current mid price-
Region
1Not Specified34%
2International19%
3Japan15%
4UK11%
5Money Market8%
6North America6%
7Europe4%
8Asia Pacific ex Japan3%
Industry sector
No data available.
Asset type
1Global Index Linked42%
2Japanese Equities15%
3UK Equities11%
4Money Market8%
5Commodity & Energy6%
6North American Equities6%
7Alternative Investment Strategies4%
8European Equities4%
9Asia Pacific ex Japan Equities3%
Individual holdings
1UNITED STATES OF AMER TREAS NOTES 0.125% BDS 15/01/22 USD1005%
2TREASURY 1.25% IDX-LKD GILT 22/11/55 GBP0.014%
3TREASURY 1.875% IDX LKD GILT 22/11/22 GBP4%
4TREASURY 0.375% IDX-LKD GILT 22/03/62 GBP3.9%
5US TIPS 1.25% 20203.7%
6BP2.1%
7MITSUBISHI UFJ FINANCIAL GROUP1.7%
8T&D HOLDINGS INC1.7%
9SUMITOMO MITSUI FINANCIAL GROUP INC1.5%
Management
Fund manager group
Sanlam
Fund manager company
Sanlam Investments & Pensions
Fund type
Pension Fund
Fund objective
The fund aims to achieve low volatility, positive returns from an actively managed portfolio of different asset classes, including equities, bonds and currencies. Capital invested is at risk and there is no guarantee that a positive return will be delivered over any one or a number of twelve-month periods. The fund may also invest in collective investment schemes, cash, money market instruments, other transferable securities and derivatives and forward transactions. Pervading this objective is a fundamental philosophy of capital preservation.
Benchmark
No data available.
Investment style
Balanced
Investment method
None
Fund managers
NameSinceBiography
David Ballance30/09/2006David Balance was Previously International Equities Head at Rothschild Private Management, he graduated from Oxford and was a Senior Investment Manager at Allied Dunbar, before moving to Threadneedle as Head of European Equities. He joined Ruffer in 2006.
Steve Russell30/09/2006Steve Russell was graduated from Oxford in PPE and started work as an equity analyst at Confederation Life in 1987, progressing to Head of Equities. In 1999 he moved to HSBC Investment Bank as Head of UK and European Equity Strategy, before joining Ruffer in 2003. He is also co-manager of the Ruffer Investment Company.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
SIP CF Ruffer Total Return Pn S6
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price202.8
Offer price213.5
Mid price-
CurrencyGBX
Price updated08/12/2016
Type-
Institutional or retail classInstitutional
Domicile-
Citi codeOH47
SIP CF Ruffer Total Return Pn S7
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price208.2
Offer price-
Mid price-
CurrencyGBX
Price updated08/12/2016
Type-
Institutional or retail classInstitutional
Domicile-
Citi codeOH49
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.