Fact sheet: CG Real Return

Fund information

Fund name
CG Real Return Inc
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 into a global portfolio of government index linked bonds outside the United Kingdom
Benchmark
Barclays World Ex UK Inflation Linked
Investment style
-
Investment method
-

Quick stats

1 Year return

4.69 %

1 Year rank in sector

63/305

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 522.2 m

FE Risk score

74

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    74.8%
  • Germany
    11%
  • Canada
    7%
  • Sweden
    4%
  • Australia
    1%
  • AAA
    99%
  • Money Market
    1%
  • US Fixed Interest
    74.8%
  • German Fixed Interest
    11%
  • Canadian Fixed Interest
    7%
  • Swedish Fixed Interest
    4%
  • Australian Fixed Interest
    1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.82 %-3.56 %4.46 %29.5 %14.85 %
Sector-0.03 %2.62 %2.04 %5.28 %10.77 %
Rank within sector310 / 339320 / 32763 / 3057 / 26364 / 188
Quartile th4 th4 th1 st1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund-2.66 %26.43 %2.52 %5.08 %-10.87 %
Sector2.78 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector308 / 3234 / 29126 / 26694 / 231199 / 204
Quartile th4 th1 st1 st2 nd4 th

Risk statistics

Alpha7.55
Beta1.12
Sharpe0.61
Volatility9.25
Tracking error8.69
Information ratio0.85
R-Squared0.11

Price movement

52 week high215.2
52 week low196.9
Current bid price0
Current offer price0
Current mid price199

Holdings by region

  • 74.8% USA
  • 11% Germany
  • 7% Canada
  • 4% Sweden
  • 1% Australia
  • 1% Denmark
  • 1% Money Market
  • 0.2% Japan

Holdings by sector

  • 99% AAA
  • 1% Money Market

Holdings by asset type

  • 74.8% US Fixed Interest
  • 11% German Fixed Interest
  • 7% Canadian Fixed Interest
  • 4% Swedish Fixed Interest
  • 1% Australian Fixed Interest
  • 1% Danish Fixed Interest
  • 1% Money Market
  • 0.2% Japanese Fixed Interest

Individual holdings

  • 15.4% UNITED STATES OF AMER TREAS BONDS 2% BDS 15/01/26 USD1000
  • 7.7% USA I/L 0.125% 15/04/20
  • 7.1% UNITED STATES OF AMER TREAS NOTES 0.125% BDS 15/01/22 USD100
  • 6.7% USA I/L 0.125% 15/01/23
  • 5.7% USA I/L 2.375% 15/01/27