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
OEIC
Fund manager
James Sullivan
since 01/06/2008
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

4.73 %

1 Year rank in sector

22/80

Sector

UT Mixed Investment 0-35% Shares

Yield

1.69

Fund size

£ 77.4 m

FE Risk score

34

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    41.72%
  • USA
    30.02%
  • Europe ex UK
    10.37%
  • Global Emerging Markets
    5.94%
  • Others
    4.83%
  • Fixed Interest
    26.85%
  • Banks
    13.09%
  • Mutual Funds
    9.63%
  • Capital Goods
    6.04%
  • Money Market
    5.08%
  • Global Corporate Fixed Interest
    26.57%
  • UK Corporate Fixed Interest
    18.46%
  • UK Gilts
    11.38%
  • US Equities
    8.09%
  • Europe ex UK Equities
    6.69%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.03 %1.79 %4.73 %17.15 %19.38 %
Sector-0.71 %0.96 %3.76 %13.98 %24.51 %
Rank within sector18 / 8723 / 8422 / 8015 / 5638 / 45
Quartile th1 st2 nd2 nd2 nd4 th

Calendar performance

YTD-20172016201520142013
Fund5.22 %5.38 %2.69 %3.73 %0.32 %
Sector2.97 %8.37 %0.26 %5.2 %4.2 %
Rank within sector12 / 8265 / 725 / 5744 / 5447 / 49
Quartile th1 st4 th1 st4 th4 th

Risk statistics

Alpha0.54
Beta1.03
Sharpe0.41
Volatility4.68
Tracking error2.11
Information ratio0.31
R-Squared0.79

Price movement

52 week high359.52
52 week low333.06
Current bid price0
Current offer price0
Current mid price356.37

Holdings by region

  • 41.72% UK
  • 30.02% USA
  • 10.37% Europe ex UK
  • 5.94% Global Emerging Markets
  • 4.83% Others
  • 4.37% Japan
  • 2.75% Asia Pacific ex Japan

Holdings by sector

  • 26.85% Fixed Interest
  • 13.09% Banks
  • 9.63% Mutual Funds
  • 6.04% Capital Goods
  • 5.08% Money Market
  • 4.13% Energy
  • 4.01% Financials
  • 3.47% Materials
  • 3.27% Hardware
  • 2.45% Consumer Durables

Holdings by asset type

  • 26.57% Global Corporate Fixed Interest
  • 18.46% UK Corporate Fixed Interest
  • 11.38% UK Gilts
  • 8.09% US Equities
  • 6.69% Europe ex UK Equities
  • 4.83% Commodity & Energy
  • 4.74% Money Market
  • 4.73% UK Equities
  • 4.37% Japanese Equities
  • 3.6% Global Emerging Market Equities

Individual holdings

  • 4.83% ETFS GOLD BULLION SECURITIES USD
  • 4.83% ETFS GOLD BULLION SECURITIES USD
  • 3.23% HM TREASURY UNITED KINGDOM DMO 1.5% GILT 22/01/21 GBP0.01
  • 3.11% HM TREASURY UNITED KINGDOM DMO 2 1/2% IDX-LINKED GILT 2020
  • 3.02% HM TREASURY UNITED KINGDOM DMO 0.125% IDX-LKD GILT 22/11/19 GBP0.01
  • 2.28% NB GLOBAL FLOATING RATE INCOME RED ORD GBP
  • 1.97% HM TREASURY UNITED KINGDOM DMO 4.25% GILT 07/12/49 GBP0.01
  • 1.59% ICG-LONGBOW SENIOR SECURED UK PROPERTY DEBT INVESTMENTS LIMITED
  • 1.46% MONUMENT BOND I NET INC GBP
  • 0.9% BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 01/01/23 BRL1000