Fact sheet: CF Ruffer Absolute Return

Fund information

Fund name
CF Ruffer Absolute Return C Acc
Fund company manager
Ruffer LLP
Fund type
OIC
Fund manager
David Ballance
since 01/03/2010
Fund objective
The fund aims to achieve low volatility and positive returns in all market conditions from an actively managed portfolio of equities or equity related securities (including convertibles), corporate and government 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 and derivatives and forward transactions. Pervading this objective is a fundamental philosophy of capital preservation. In selecting investments the fund will adopt a stock picking approach and will not adopt any investment weightings by reference to any benchmark.
Benchmark
-
Investment style
Absolute Return,Balanced
Investment method
None

Performance snapshot

Quick stats

1 Year return

11.61 %

1 Year rank in sector

13/71

Sector

UT Targeted Absolute Return

Yield

1.45

Fund size

£ 4.0 b

FE Risk score

48

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Not Specified
    35%
  • International
    16%
  • Japan
    16%
  • UK
    13%
  • Money Market
    7%
  • Global Index Linked
    43%
  • Japanese Equities
    16%
  • UK Equities
    13%
  • Money Market
    7%
  • North American Equities
    7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.5 %0.34 %11.61 %20.46 %36.58 %
Sector0.4 %2.49 %5.07 %7.68 %18.8 %
Rank within sector70 / 7861 / 7713 / 7112 / 5712 / 49
Quartile th4 th4 th1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund-0.1 %12.88 %0.26 %5.56 %10.32 %
Sector2.23 %0.97 %2.2 %2.51 %6.51 %
Rank within sector63 / 772 / 7049 / 6417 / 5515 / 50
Quartile th4 th1 st4 th2 nd2 nd

Risk statistics

Alpha0.38
Beta0.81
Sharpe0.54
Volatility5.62
Tracking error3.21
Information ratio-0.33
R-Squared0.71

Price movement

52 week high220.03
52 week low198.38
Current bid price0
Current offer price0
Current mid price216.52

Holdings by region

  • 35% Not Specified
  • 16% International
  • 16% Japan
  • 13% UK
  • 7% Money Market
  • 7% North America
  • 3% Asia Pacific ex Japan
  • 3% Europe

Holdings by sector

-

Holdings by asset type

  • 43% Global Index Linked
  • 16% Japanese Equities
  • 13% UK Equities
  • 7% Money Market
  • 7% North American Equities
  • 5% Commodity & Energy
  • 3% Alternative Investment Strategies
  • 3% Asia Pacific ex Japan Equities
  • 3% European Equities

Individual holdings

  • 5.3% HM TREASURY UNITED KINGDOM DMO 1.875% IDX LKD GILT 22/11/22 GBP
  • 4.9% US TIPS 1.25% 2020
  • 3.7% HM TREASURY UNITED KINGDOM DMO 1.25% IDX-LKD GILT 22/11/55 GBP0.01
  • 3.3% HM TREASURY UNITED KINGDOM DMO 0.375% IDX-LKD GILT 22/03/62 GBP
  • 3.2% UNITED STATES OF AMER TREAS NOTES 0.125% BDS 15/01/22 USD100
  • 2.2% LLOYDS BANKING GROUP PLC
  • 1.8% BP PLC
  • 1.7% MITSUBISHI UFJ FINANCIAL GROUP
  • 1.6% SONY CORP
  • 1.4% T&D HOLDINGS INC