Fact sheet: CF Ruffer European

Fund information

Fund name
CF Ruffer European C Acc
Fund company manager
Ruffer LLP
Fund type
OEIC
Fund manager(s)
Simon Mountain
since 01/04/2016
Claire Titmarsh
since 01/04/2016
Fund objective
The fund aims to provide capital growth by investing in a diversified pan-European portfolio of predominantly equities, though fixed income securities may also be utilised if the Investment Manager believes they will assist in meeting the overall objective of the fund.
Benchmark
FTSE Developed Europe Index
Investment style
Aggressive,Growth
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

9.63 %

1 Year rank in sector

128/276

Sector

UT Mixed Investment 40-85% Shares

Yield

0.3

Fund size

£ 232.7 m

FE Risk score

52

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    43%
  • France
    16%
  • Germany
    10%
  • Sweden
    10%
  • Switzerland
    6%
  • UK Equities
    28%
  • French Equities
    16%
  • UK Index-Linked Gilts
    15%
  • German Equities
    10%
  • Swedish Equities
    10%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.02 %7.89 %9.63 %24.55 %54.74 %
Sector2.31 %4.51 %9.41 %33.79 %51.95 %
Rank within sector186 / 28611 / 282128 / 276217 / 239101 / 212
Quartile th3 rd1 st2 nd4 th2 nd

Calendar performance

YTD-20172016201520142013
Fund11.42 %3.65 %5.19 %-0.41 %23.61 %
Sector8.61 %13.29 %2.25 %4.96 %13.5 %
Rank within sector33 / 278262 / 26531 / 241231 / 2326 / 219
Quartile th1 st4 th1 st4 th1 st

Risk statistics

Alpha1.71
Beta0.52
Sharpe0.37
Volatility6.4
Tracking error6.22
Information ratio-0.35
R-Squared0.32

Price movement

52 week high579.37
52 week low503.23
Current bid price0
Current offer price0
Current mid price579.37

Holdings by region

  • 43% UK
  • 16% France
  • 10% Germany
  • 10% Sweden
  • 6% Switzerland
  • 4% Not Specified
  • 3% Money Market
  • 3% Norway
  • 3% Spain
  • 2% Italy

Holdings by sector

-

Holdings by asset type

  • 28% UK Equities
  • 16% French Equities
  • 15% UK Index-Linked Gilts
  • 10% German Equities
  • 10% Swedish Equities
  • 6% Swiss Equities
  • 3% Commodity & Energy
  • 3% Money Market
  • 3% Norwegian Equities
  • 3% Spanish Equities

Individual holdings

  • 7.6% HM TREASURY UNITED KINGDOM DMO 0.125% IDX GILT 22/03/24 GBP0.01
  • 7.5% HM TREASURY UNITED KINGDOM DMO 1.875% IDX LKD GILT 22/11/22 GBP
  • 3.9% AUTOLIV INC
  • 3.9% ORPEA
  • 3.2% COMET HOLDINGS
  • 3.1% KAUFMAN & BROAD
  • 3% BOOKER GROUP PLC
  • 2.9% DEUTSCHE POST AG
  • 2.8% LOOMIS AB
  • 2.7% STATOIL ASA