Fact sheet: CF Ruffer Tot Return

Fund information

Fund name
CF Ruffer Total Return C Acc
Fund company manager
Ruffer LLP
Fund type
OIC
Fund manager
Henry Maxey
since 27/09/2000
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

Quick stats

1 Year return

12.19 %

1 Year rank in sector

148/198

Sector

UT Mixed Investment 20-60% Shares

Yield

1.56

Fund size

£ 3.2 b

FE Risk score

49

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Not Specified
    34%
  • International
    16%
  • Japan
    16%
  • UK
    14%
  • Money Market
    7%
  • Global Index Linked
    42%
  • Japanese Equities
    16%
  • UK Equities
    14%
  • Money Market
    7%
  • North American Equities
    7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.77 %0.34 %12.19 %21.15 %38.28 %
Sector0.53 %5.58 %14.33 %20.69 %42.68 %
Rank within sector197 / 205201 / 202148 / 19898 / 171118 / 145
Quartile th4 th4 th3 rd3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund-0.15 %14.08 %-0.33 %6.09 %9.68 %
Sector5.12 %10.25 %1.21 %4.98 %9 %
Rank within sector202 / 20233 / 191151 / 17963 / 16591 / 154
Quartile th4 th1 st4 th2 nd3 rd

Risk statistics

Alpha1.01
Beta0.93
Sharpe0.56
Volatility5.82
Tracking error3.16
Information ratio0.17
R-Squared0.71

Price movement

52 week high449.43
52 week low403.58
Current bid price0
Current offer price0
Current mid price441.98

Holdings by region

  • 34% Not Specified
  • 16% International
  • 16% Japan
  • 14% UK
  • 7% Money Market
  • 7% North America
  • 3% Asia Pacific ex Japan
  • 3% Europe

Holdings by sector

-

Holdings by asset type

  • 42% Global Index Linked
  • 16% Japanese Equities
  • 14% 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

  • 5.2% HM TREASURY UNITED KINGDOM DMO 1.875% IDX LKD GILT 22/11/22 GBP
  • 5.1% UNITED STATES OF AMER TREAS NOTES 0.125% BDS 15/01/22 USD100
  • 4.8% HM TREASURY UNITED KINGDOM DMO 0.125% IDX GILT 22/03/24 GBP0.01
  • 4% HM TREASURY UNITED KINGDOM DMO 1.25% IDX-LKD GILT 22/11/55 GBP0.01
  • 3.9% HM TREASURY UNITED KINGDOM DMO 0.375% IDX-LKD GILT 22/03/62 GBP
  • 2.2% LLOYDS BANKING GROUP PLC
  • 1.9% MITSUBISHI UFJ FINANCIAL GROUP
  • 1.8% BP
  • 1.8% T&D HOLDINGS INC
  • 1.6% SONY CORP