Fact sheet: CG Dollar

Fund information

Fund name
CG Dollar
Fund company manager
CG Asset Management Ltd
Fund type
SIB
Fund manager
Alastair Laing
since 03/01/2011
Fund objective
To achieve real returns through long only investment in Treasury Inflation Protected Securities (US government index linked bonds).
Benchmark
Barclays US Govt Inflation Linked Bonds
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

2.05 %

1 Year rank in sector

1/4

Sector

FO Fixed Int - USD Index Linked

Yield
-
Fund size

£ 627.4 m

FE Risk score

82

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    97%
  • Money Market
    3%
  • AAA
    97%
  • Money Market
    3%
  • US Fixed Interest
    97%
  • Money Market
    3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.31 %-4.43 %2.05 %33.79 %17.61 %
Sector-0.96 %-0.36 %-0.24 %3.37 %1.08 %
Rank within sector5 / 54 / 41 / 41 / 41 / 4
Quartile th4 th4 th1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund-3.67 %24.1 %5.64 %8.76 %-12.19 %
Sector-0.42 %7.32 %-1.57 %2.01 %-5.84 %
Rank within sector4 / 41 / 41 / 41 / 44 / 4
Quartile th4 th1 st1 st1 st4 th

Risk statistics

Alpha8.84
Beta1.48
Sharpe0.62
Volatility10.8
Tracking error9.15
Information ratio0.98
R-Squared0.31

Price movement

52 week high169.51
52 week low152.4
Current bid price0
Current offer price0
Current mid price154.77

Holdings by region

  • 97% USA
  • 3% Money Market

Holdings by sector

  • 97% AAA
  • 3% Money Market

Holdings by asset type

  • 97% US Fixed Interest
  • 3% Money Market

Individual holdings

  • 7.7% USA I/L 0.125% 15/01/23
  • 7% USA I/L 0.125% 15/04/21
  • 6.7% USA I/L 0.125% 15/07/22
  • 6.7% USA I/L 0.625% 15/07/21
  • 6.2% USA I/L 0.125 15/01/25