Fact sheet: CF Miton Def Ml Ass

Fund information

Fund name
CF Miton Defensive Multi Asset B GBP
Fund company manager
Miton Asset Management
Fund type
OIC
Fund manager
David Jane
since 09/06/2014
Fund objective
The fund aims to achieve modestly above inflation returns with lower volatility than equity markets over a five year period, from an actively managed multi asset portfolio of UK and international assets including equities, bonds, and indirectly of both property and commodities. Capital invested is at risk and there is no guarantee that a positive return will be delivered over the above, or any other investment period.
Benchmark
No Specified Index
Investment style
Cautious
Investment method
None

Performance snapshot

Quick stats

1 Year return

9.23 %

1 Year rank in sector

51/78

Sector

UT Mixed Investment 0-35% Shares

Yield

1.39

Fund size

£ 78.0 m

FE Risk score

33

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    46.1%
  • USA
    24.93%
  • Europe ex UK
    12.58%
  • Japan
    4.95%
  • Others
    4.64%
  • Fixed Interest
    26%
  • Banks
    11.84%
  • Mutual Funds
    9.69%
  • Capital Goods
    7.66%
  • Money Market
    7.09%
  • Global Corporate Fixed Interest
    20.67%
  • UK Corporate Fixed Interest
    15.68%
  • UK Gilts
    14.33%
  • Money Market
    9.08%
  • Europe ex UK Equities
    8.81%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.86 %5.58 %9.23 %19.68 %19.87 %
Sector0.9 %4.89 %10.33 %15.8 %29.16 %
Rank within sector49 / 8731 / 8251 / 7815 / 5640 / 43
Quartile th3 rd2 nd3 rd2 nd4 th

Calendar performance

YTD-20172016201520142013
Fund4.35 %5.38 %2.69 %3.73 %0.32 %
Sector3.08 %8.37 %0.26 %5.2 %4.2 %
Rank within sector16 / 8366 / 735 / 5845 / 5548 / 50
Quartile th1 st4 th1 st4 th4 th

Risk statistics

Alpha0.82
Beta1.03
Sharpe0.49
Volatility4.68
Tracking error2.15
Information ratio0.43
R-Squared0.79

Price movement

52 week high353.4
52 week low323.88
Current bid price0
Current offer price0
Current mid price353.4

Holdings by region

  • 46.1% UK
  • 24.93% USA
  • 12.58% Europe ex UK
  • 4.95% Japan
  • 4.64% Others
  • 4.11% Global Emerging Markets
  • 2.69% Asia Pacific ex Japan

Holdings by sector

  • 26% Fixed Interest
  • 11.84% Banks
  • 9.69% Mutual Funds
  • 7.66% Capital Goods
  • 7.09% Money Market
  • 4.11% Financials
  • 4.01% Energy
  • 3.9% Materials
  • 3.49% Hardware
  • 2.71% Software

Holdings by asset type

  • 20.67% Global Corporate Fixed Interest
  • 15.68% UK Corporate Fixed Interest
  • 14.33% UK Gilts
  • 9.08% Money Market
  • 8.81% Europe ex UK Equities
  • 8.46% US Equities
  • 5.43% UK Equities
  • 4.87% Japanese Equities
  • 4.64% Commodity & Energy
  • 3.26% Global Emerging Market Equities

Individual holdings

  • 4.63% GOLD BULLION SECURITIES LD GOLD BULLION SECURITIES USD
  • 4.63% GOLD BULLION SECURITIES LD GOLD BULLION SECURITIES USD
  • 4.06% UK(GOVT OF) 2.5% I/L ST
  • 4.04% TREASURY 0.125% IDX-LKD GILT 22/11/19 GBP0.01
  • 3.22% TREASURY 1.5% GILT 22/01/2021 GBP0.01
  • 2.93% TREASURY 4.25% GILT 07/12/49 GBP0.01
  • 2.33% NB GLOBAL FLOATING RATE INCOME RED ORD GBP
  • 1.61% ICG-LONGBOW SENIOR SECURED UK PROPERTY DEBT INVESTMENTS LIMITED
  • 1.43% MONUMENT BOND I NET INC GBP
  • 0.88% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/23 BRL1000