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)
Alastair Laing
since 03/01/2011
Peter Spiller
since 12/03/2004
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
-
Investment method
-

Quick stats

1 Year return

-3.06 %

1 Year rank in sector

282/308

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 512.7 m

FE Risk score

80

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    73.9%
  • Germany
    12%
  • Canada
    7%
  • Sweden
    4%
  • Australia
    1%
  • AAA
    99%
  • Money Market
    1%
  • US Fixed Interest
    73.9%
  • German Fixed Interest
    12%
  • Canadian Fixed Interest
    7%
  • Swedish Fixed Interest
    4%
  • Australian Fixed Interest
    1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.83 %-3.3 %-3.06 %25.33 %16.22 %
Sector0.11 %1.66 %1.73 %6.22 %9.18 %
Rank within sector8 / 345312 / 331282 / 3088 / 25248 / 188
Quartile th1 st4 th4 th1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund-2.75 %26.43 %2.52 %5.08 %-10.87 %
Sector3.47 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector298 / 3174 / 28526 / 25688 / 220192 / 196
Quartile th4 th1 st1 st2 nd4 th

Risk statistics

Alpha5.64
Beta1.23
Sharpe0.44
Volatility9.84
Tracking error9.26
Information ratio0.61
R-Squared0.11

Price movement

52 week high215.2
52 week low194.27
Current bid price0
Current offer price0
Current mid price198.8

Holdings by region

  • 73.9% USA
  • 12% Germany
  • 7% Canada
  • 4% 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
  • 12% German Fixed Interest
  • 7% Canadian Fixed Interest
  • 4% 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
  • 7.8% USA I/L 0.125% 15/04/20
  • 7.2% UNITED STATES OF AMER TREAS NOTES 0.125% BDS 15/01/22 USD100
  • 6.8% USA I/L 0.125% 15/01/23
  • 5.8% GERMANY 1.75% 15/04/2020