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
Mona Shah
since 01/06/2013
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

3.47 %

1 Year rank in sector

-

Sector

UT Volatility Managed

Yield

1.78

Fund size

£ 234.3 m

FE Risk score

25

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    32.97%
  • International Equities
    28.31%
  • Alternative Investment Strategies
    17.93%
  • Global Corporate Fixed Interest
    12.18%
  • Global Index Linked
    5.97%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.36 %0.78 %3.47 %14.47 %28.16 %
Sector-1.06 %0.96 %8.23 %22.51 %43.66 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.52 %6.13 %3.42 %6 %6.14 %
Sector4.52 %13.12 %1.54 %7.09 %9.44 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha1.75
Beta0.43
Sharpe0.52
Volatility2.84
Tracking error3.66
Information ratio-0.65
R-Squared0.81

Price movement

52 week high119.61
52 week low114.52
Current bid price0
Current offer price0
Current mid price117.73

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 32.97% Money Market
  • 28.31% International Equities
  • 17.93% Alternative Investment Strategies
  • 12.18% Global Corporate Fixed Interest
  • 5.97% Global Index Linked
  • 1.31% Property
  • 1.14% Global Government Fixed Interest
  • 0.19% Private Equity

Individual holdings

  • 7.68% HM TREASURY UNITED KINGDOM DMO 8% GILT 2021
  • 4.28% TREASURY 0% T-BILL 13/11/2017
  • 4.28% TREASURY 0% T-BILL 18/09/2017
  • 4.28% TREASURY 0% T-BILL 23/10/2017
  • 4.28% TREASURY 0% T-BILL 27/11/2017
  • 4.28% TREASURY 0% T-BILL 6/11/2017
  • 4.21% HENDERSON UK ABSOLUTE RETURN FUND
  • 4.11% M&G GLOBAL MACRO BOND FUND
  • 3.58% HM TREASURY UNITED KINGDOM DMO 0.125% IDX GILT 22/03/24 GBP0.01
  • 3.34% ASPECT DIVERSIFIED TRENDS FUND