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
OEIC
Fund manager(s)
Will McIntosh Whyte
since 01/10/2015
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

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

3.48 %

1 Year rank in sector

-

Sector

UT Volatility Managed

Yield

1.41

Fund size

£ 249.9 m

FE Risk score

26

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    29.62%
  • International Equities
    28.27%
  • Alternative Investment Strategies
    17.24%
  • Global Corporate Fixed Interest
    11.61%
  • Global Index Linked
    5.47%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-0.75 %-0.12 %3.48 %12.46 %26.93 %
Sector-1.26 %1.49 %8.47 %21.84 %44.38 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.32 %6.13 %3.42 %6 %6.14 %
Sector6.44 %13.12 %1.54 %7.09 %9.44 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha1.19
Beta0.42
Sharpe0.23
Volatility2.8
Tracking error3.66
Information ratio-0.72
R-Squared0.8

Price movement

52 week high119.21
52 week low115.28
Current bid price0
Current offer price0
Current mid price117.5

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 29.62% Money Market
  • 28.27% International Equities
  • 17.24% Alternative Investment Strategies
  • 11.61% Global Corporate Fixed Interest
  • 5.47% Global Index Linked
  • 5.06% Global Government Fixed Interest
  • 2.55% Commodity & Energy
  • 0.18% Private Equity

Individual holdings

  • 4.1% HENDERSON UK ABSOLUTE RETURN FUND
  • 4.04% HM TREASURY UNITED KINGDOM DMO 1.25% GILT 22/7/18 GBP0.01
  • 4.01% TREASURY 0% T-BILL 13/11/2017
  • 4.01% TREASURY 0% T-BILL 27/11/2017
  • 4.01% TREASURY 0% T-BILL 6/11/2017
  • 4% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 11/12/17 GBP1
  • 4% TREASURY 0% T-BILL 22/01/2018
  • 3.95% M&G GLOBAL MACRO BOND FUND
  • 3.3% HM TREASURY UNITED KINGDOM DMO 0.125% IDX GILT 22/03/24 GBP0.01
  • 3.2% ASPECT DIVERSIFIED TRENDS FUND