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(s)
Peter Spiller
since 12/03/2004
Alastair Laing
since 03/01/2011
Chris Clothier
since 01/04/2017
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
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

-2.94 %

1 Year rank in sector

282/318

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 453.5 m

FE Risk score

72

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    73.9%
  • Germany
    13%
  • Canada
    5%
  • Sweden
    5%
  • Australia
    1%
  • AAA
    99%
  • Money Market
    1%
  • US Fixed Interest
    73.9%
  • German Fixed Interest
    13%
  • Canadian Fixed Interest
    5%
  • Swedish Fixed Interest
    5%
  • Australian Fixed Interest
    1%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund1.69 %-0.79 %-2.94 %19.25 %12.94 %
Sector-0.18 %-1.35 %-0.36 %5.7 %8.28 %
Rank within sector10 / 345101 / 338282 / 31811 / 24762 / 192
Quartile th1 st2 nd4 th1 st2 nd

Calendar performance

YTD-20182017201620152014
Fund0.05 %-4.42 %20.75 %2.52 %5.08 %
Sector-1.27 %3.67 %4.59 %-1.64 %3.66 %
Rank within sector66 / 340280 / 2987 / 26429 / 23588 / 204
Quartile th1 st4 th1 st1 st2 nd

Risk statistics

Alpha3.85
Beta1.27
Sharpe0.18
Volatility10.39
Tracking error9.86
Information ratio0.38
R-Squared0.1

Price movement

52 week high205.07
52 week low180.01
Current bid price0
Current offer price0
Current mid price191.3

Holdings by region

  • 73.9% USA
  • 13% Germany
  • 5% Canada
  • 5% Sweden
  • 1% Australia
  • 1% Denmark
  • 1% Money Market
  • 0.1% Japan

Holdings by sector

  • 99% AAA
  • 1% Money Market

Holdings by asset type

  • 73.9% US Fixed Interest
  • 13% German Fixed Interest
  • 5% Canadian Fixed Interest
  • 5% Swedish Fixed Interest
  • 1% Australian Fixed Interest
  • 1% Danish Fixed Interest
  • 1% Money Market
  • 0.1% Japanese Fixed Interest

Individual holdings

  • 15.6% UNITED STATES OF AMER TREAS BONDS 2% BDS 15/01/26 USD1000
  • 8% UNITED STATES OF AMER TREAS NOTES 0.125% BDS 15/01/22 USD100
  • 7.5% US I/L 0.125% 15/01/23
  • 6.4% GERMANY(FEDERAL REPUBLIC OF) 0.1% BDS 15/04/23 EUR0.01
  • 6.3% UNITED STATES OF AMER TREAS BONDS 2.375% TB 15/01/27 USD1000