Fact sheet: CF Windrush

Fund information

Fund name
CF Windrush
Fund company manager
Capita Financial Managers
Fund type
OEIC
Fund objective
To achieve low volatility, positive returns from an actively managed portfolio of different asset classes, including internationally listed or quoted equities or equity related securities (including convertibles) or bonds which are issued by corporate issuers, supra-nationals or government organisations and currencies. The fund may also invest in collective investment schemes, cash deposits and money market instruments. Pervading this objective is a fundamental philosophy of capital preservation. The fund's principal performance objective is to achieve a positive total annual return, after all expenses, of twice the Bank of England base rate. In selecting investments the Fund will adopt a stock picking approach and will not adopt any investment weightings by reference to any equity benchmark.
Benchmark
No Specified Index
Investment style
Balanced
Investment method
None

Performance snapshot

Quick stats

1 Year return

3.57 %

1 Year rank in sector

181/198

Sector

UT Mixed Investment 20-60% Shares

Yield

0.58

Fund size

£ 13.1 m

FE Risk score

50

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Not Specified
    64.21%
  • Japan
    13.45%
  • UK
    7.9%
  • North America
    7.59%
  • Continental Europe
    4.35%
  • Fixed Interest
    38.19%
  • Japanese Equities
    14.29%
  • Money Market
    13.05%
  • Unit Trusts
    11.83%
  • North American Equities
    10.59%
  • Global Fixed Interest
    38.19%
  • Japanese Equities
    14.29%
  • Money Market
    13.05%
  • Others
    11.83%
  • North American Equities
    10.59%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.05 %-1.33 %3.57 %20.16 %37.85 %
Sector-0.69 %1.37 %7.11 %18.16 %35.8 %
Rank within sector139 / 205195 / 200181 / 19879 / 17384 / 147
Quartile th3 rd4 th4 th2 nd3 rd

Calendar performance

YTD-20172016201520142013
Fund-0.23 %14.07 %2.01 %5.64 %10.65 %
Sector4.5 %10.25 %1.21 %4.98 %9 %
Rank within sector196 / 19936 / 18978 / 17672 / 16269 / 151
Quartile th4 th1 st2 nd2 nd2 nd

Risk statistics

Alpha0.51
Beta0.84
Sharpe0.57
Volatility5.82
Tracking error3.19
Information ratio-0.2
R-Squared0.72

Price movement

52 week high2023.32
52 week low1938.49
Current bid price0
Current offer price0
Current mid price1958.85

Holdings by region

  • 64.21% Not Specified
  • 13.45% Japan
  • 7.9% UK
  • 7.59% North America
  • 4.35% Continental Europe
  • 4.22% Net Current Assets
  • 0.48% Hong Kong
  • -2.2% Others

Holdings by sector

  • 38.19% Fixed Interest
  • 14.29% Japanese Equities
  • 13.05% Money Market
  • 11.83% Unit Trusts
  • 10.59% North American Equities
  • 7.48% Equities
  • 2.64% Structured Products
  • 1.92% Others
  • 0.44% China Equities
  • -0.43% Foreign Exchange

Holdings by asset type

  • 38.19% Global Fixed Interest
  • 14.29% Japanese Equities
  • 13.05% Money Market
  • 11.83% Others
  • 10.59% North American Equities
  • 7.48% UK Equities
  • 2.64% Structured Products
  • 1.92% Europe ex UK Equities
  • 0.44% Chinese Equities
  • -0.43% Foreign Exchange

Individual holdings

  • 10.72% US TREASURY IL 3.875% 15/04/2029
  • 8.49% HM TREASURY UNITED KINGDOM DMO 0.125% GILT 22/03/68 GBP0.01
  • 8.23% US TREASURY 0.417% FLOATING RATE NOTE 2017
  • 6.67% TREASURY I-L 2.50% 2020
  • 6.21% US TREASURY TIPS 1.875% 2019
  • 3.61% CF RUFFER GOLD
  • 3.28% CF RUFFER JAPANESE
  • 3.14% HM TREASURY UNITED KINGDOM DMO 1.875% IDX LKD GILT 22/11/22 GBP
  • 2.87% TREASURY 0.375% 22/03/2062
  • 2.26% ORIX CORP