Fact sheet: Charity Assets Trust

Fund information

Fund name
Charity Assets Trust Acc
Fund company manager
Ruffer LLP
Fund type
UKA
Fund manager
Christopher Querée
since 08/03/2012
Fund objective
The fund aims to achieve low volatility and positive returns from an actively managed portfolio of different asset classes, including equities, bonds and currencies. Pervading this objective is a fundamental philosophy of capital preservation.
Benchmark
-
Investment style
Flexible
Investment method
None

Performance snapshot

Quick stats

1 Year return

3.35 %

1 Year rank in sector

223/236

Sector

UT Flexible Investment

Yield

1.98

Fund size

£ 96.4 m

FE Risk score

44

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Not Specified
    35%
  • Money Market
    17%
  • Japan
    15%
  • International
    10%
  • UK
    10%
  • Global Index Linked
    37%
  • Money Market
    17%
  • Japanese Equities
    15%
  • UK Equities
    10%
  • North American Equities
    7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.39 %-1.14 %3.35 %16.43 %35.24 %
Sector-1.03 %1.3 %10.87 %23.65 %48.1 %
Rank within sector71 / 264231 / 252223 / 236166 / 203146 / 172
Quartile th2 nd4 th4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.64 %10.49 %1.23 %6.54 %10.7 %
Sector5.83 %12.84 %2.01 %4.85 %14.08 %
Rank within sector229 / 240164 / 226140 / 21456 / 194134 / 183
Quartile th4 th3 rd3 rd2 nd3 rd

Risk statistics

Alpha-0.78
Beta0.79
Sharpe0.29
Volatility5.35
Tracking error2.92
Information ratio-0.78
R-Squared0.75

Price movement

52 week high133.16
52 week low127.1686
Current bid price0
Current offer price0
Current mid price131.09

Holdings by region

  • 35% Not Specified
  • 17% Money Market
  • 15% Japan
  • 10% International
  • 10% UK
  • 7% North America
  • 4% Europe
  • 2% Asia Pacific ex Japan

Holdings by sector

-

Holdings by asset type

  • 37% Global Index Linked
  • 17% Money Market
  • 15% Japanese Equities
  • 10% UK Equities
  • 7% North American Equities
  • 5% Commodity & Energy
  • 4% European Equities
  • 3% Alternative Investment Strategies
  • 2% Asia Pacific ex Japan Equities

Individual holdings

  • 7.2% UK TREASURY INDEX-LINKED 0% 2017
  • 6.2% HM TREASURY UNITED KINGDOM DMO 0.5% IDX LKD GILT 22/3/50 GBP0.01
  • 5.1% US TIPS 1.125% 2021
  • 4.3% HM TREASURY UNITED KINGDOM DMO 0.125% IDX GILT 22/03/24 GBP0.01
  • 4.1% HM TREASURY UNITED KINGDOM DMO 1.875% IDX LKD GILT 22/11/22 GBP
  • 1.8% LLOYDS BANKING GROUP PLC
  • 1.6% DAI-ICHI LIFE HLDGS INC
  • 1.5% SONY CORP
  • 1.5% TESCO CORP
  • 1.3% KINROSS GOLD CORP