Fact sheet: CF Ruffer Tot Return

Fund information

Fund name
CF Ruffer Total Return C Acc
Fund company manager
Ruffer LLP
Fund type
OEIC
Fund manager(s)
David Ballance
since 01/10/2006
Steve Russell
since 01/10/2006
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
-
Investment style
Balanced
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

0.26 %

1 Year rank in sector

199/200

Sector

UT Mixed Investment 20-60% Shares

Yield

1.58

Fund size

£ 3.1 b

FE Risk score

48

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Not Specified
    28%
  • Japan
    18%
  • International
    15%
  • UK
    13%
  • Money Market
    11%
  • Global Index Linked
    35%
  • Japanese Equities
    18%
  • UK Equities
    13%
  • Money Market
    11%
  • North American Equities
    8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.19 %-0.93 %0.26 %14.42 %35.96 %
Sector-0.35 %2.24 %8.42 %18.59 %37.88 %
Rank within sector70 / 206202 / 204199 / 200141 / 175106 / 152
Quartile th2 nd4 th4 th4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.58 %14.08 %-0.33 %6.09 %9.68 %
Sector5.93 %10.25 %1.21 %4.98 %9 %
Rank within sector200 / 20134 / 191149 / 17762 / 16390 / 152
Quartile th4 th1 st4 th2 nd3 rd

Risk statistics

Alpha-0.68
Beta0.95
Sharpe0.33
Volatility5.93
Tracking error3.19
Information ratio-0.33
R-Squared0.71

Price movement

52 week high449.43
52 week low433.01
Current bid price0
Current offer price0
Current mid price440.05

Holdings by region

  • 28% Not Specified
  • 18% Japan
  • 15% International
  • 13% UK
  • 11% Money Market
  • 8% North America
  • 4% Europe
  • 3% Asia Pacific ex Japan

Holdings by sector

-

Holdings by asset type

  • 35% Global Index Linked
  • 18% Japanese Equities
  • 13% UK Equities
  • 11% Money Market
  • 8% North American Equities
  • 5% Commodity & Energy
  • 4% European Equities
  • 3% Alternative Investment Strategies
  • 3% Asia Pacific ex Japan Equities

Individual holdings

  • 4.1% HM TREASURY UNITED KINGDOM DMO 1.875% IDX LKD GILT 22/11/22 GBP
  • 4.1% UNITED STATES OF AMER TREAS NOTES 0.125% BDS 15/01/22 USD100
  • 3.8% HM TREASURY UNITED KINGDOM DMO 1.25% IDX-LKD GILT 22/11/55 GBP0.01
  • 3.7% HM TREASURY UNITED KINGDOM DMO 0.375% IDX-LKD GILT 22/03/62 GBP
  • 3.3% US TIPS 1.25% 2020
  • 2.1% MITSUBISHI UFJ FINANCIAL GROUP
  • 2% BP PLC
  • 1.9% LLOYDS BANKING GROUP PLC
  • 1.7% DAI-ICHI LIFE HLDGS INC
  • 1.7% SUMITOMO MITSUI FINANCIAL GROUP INC