Fact sheet: Rathbone Total Rtn Ptfl

Fund information

Fund name
Rathbone Total Return Portfolio S Inc
Fund company manager
Rathbone Unit Trust Mgmt Ltd
Fund type
OIC
Fund manager
David Coombs
since 08/06/2009
Fund objective
The fund’s objective is to seek to achieve a total return in excess of 2% above sterling six month LIBOR over a minimum three year period. The fund has a targeted risk budget of one third of the volatility of global equities as measured by the MSCIWorld Equity index. There is no guarantee that the fund will achieve a positive return over this, or any other, period and youmay not get back the original amount you invested
Benchmark
LIBOR GBP 6 month + 2%
Investment style
Flexible,Total Return
Investment method
None

Performance snapshot

Quick stats

1 Year return

7.33 %

1 Year rank in sector

-

Sector

UT Volatility Managed

Yield

1.35

Fund size

£ 206.1 m

FE Risk score

25

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    31.48%
  • International Equities
    28.31%
  • Alternative Investment Strategies
    17.68%
  • Global Corporate Fixed Interest
    13.8%
  • Global Index Linked
    4.72%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.73 %3.84 %7.44 %17.41 %32.47 %
Sector1.45 %7.17 %16.65 %26.42 %52.54 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.48 %6.13 %3.42 %6 %6.14 %
Sector4.57 %13.12 %1.54 %7.09 %9.44 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha1.91
Beta0.43
Sharpe0.62
Volatility2.85
Tracking error3.64
Information ratio-0.65
R-Squared0.81

Price movement

52 week high118.77
52 week low111.86
Current bid price0
Current offer price0
Current mid price118.77

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 31.48% Money Market
  • 28.31% International Equities
  • 17.68% Alternative Investment Strategies
  • 13.8% Global Corporate Fixed Interest
  • 4.72% Global Index Linked
  • 2.75% Property
  • 2.36% Global Government Fixed Interest
  • 0.19% Private Equity
  • -1.29% Others

Individual holdings

  • 4.86% TREASURY 0% GILT 31/07/17 GBP1
  • 4.42% HENDERSON UK ABSOLUTE RETURN FUND
  • 3.86% M&G GLOBAL MACRO BOND FUND
  • 3.64% TREASURY 0% T-BILL 03/07/2017
  • 3.64% TREASURY 0% T-BILL 19/06/2017
  • 3.58% ASPECT DIVERSIFIED TRENDS FUND
  • 2.91% TREASURY 0% T-BILL 2/05/2017
  • 2.91% TREASURY 0% T-BILL 22/05/2017
  • 2.15% SCHRODER GAIA BLUETREND FUND
  • 2.02% TREASURY 0.125% IDX GILT 22/03/24 GBP0.01