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
None
Investment method
Fixed Interest

Quick stats

1 Year return

-2.39 %

1 Year rank in sector

284/303

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 488.0 m

FE Risk score

84

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    72.9%
  • Germany
    12%
  • Canada
    6%
  • Sweden
    4%
  • Money Market
    3%
  • AAA
    97%
  • Money Market
    3%
  • US Fixed Interest
    72.9%
  • German Fixed Interest
    12%
  • Canadian Fixed Interest
    6%
  • Swedish Fixed Interest
    4%
  • Money Market
    3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.02 %-3.37 %-2.39 %17.54 %8.47 %
Sector0.21 %1.13 %4.12 %6.84 %8.77 %
Rank within sector332 / 340314 / 325284 / 30314 / 24092 / 176
Quartile th4 th4 th4 th1 st3 rd

Calendar performance

YTD-20172016201520142013
Fund-4.17 %20.75 %2.52 %5.08 %-10.87 %
Sector3.67 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector291 / 3046 / 27226 / 24087 / 205178 / 179
Quartile th4 th1 st1 st2 nd4 th

Risk statistics

Alpha1.88
Beta1.67
Sharpe0.12
Volatility10.53
Tracking error9.69
Information ratio0.28
R-Squared0.18

Price movement

52 week high209.01
52 week low189.46
Current bid price0
Current offer price0
Current mid price191.71

Holdings by region

  • 72.9% USA
  • 12% Germany
  • 6% Canada
  • 4% Sweden
  • 3% Money Market
  • 1% Australia
  • 1% Denmark
  • 0.1% Japan

Holdings by sector

  • 97% AAA
  • 3% Money Market

Holdings by asset type

  • 72.9% US Fixed Interest
  • 12% German Fixed Interest
  • 6% Canadian Fixed Interest
  • 4% Swedish Fixed Interest
  • 3% Money Market
  • 1% Australian Fixed Interest
  • 1% Danish Fixed Interest
  • 0.1% Japanese Fixed Interest

Individual holdings

  • 15.7% UNITED STATES OF AMER TREAS BONDS 2% BDS 15/01/26 USD1000
  • 7.2% UNITED STATES OF AMER TREAS NOTES 0.125% BDS 15/01/22 USD100
  • 6.8% US I/L 0.125% 15/01/23
  • 5.8% GERMANY 1.75% 15/04/2020
  • 5.8% UNITED STATES OF AMER TREAS BONDS 2.375% TB 15/01/27 USD1000