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)
David Coombs
since 08/06/2009
Will McIntosh Whyte
since 01/10/2015
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

1.2 %

1 Year rank in sector

-

Sector

UT Volatility Managed

Yield

1.53

Fund size

£ 275.2 m

FE Risk score

26

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International Equities
    29.5%
  • Cash & Cash Equivalents
    26.66%
  • Alternative Investment Strategies
    11.68%
  • Global Government Fixed Interest
    10.95%
  • Global Corporate Fixed Interest
    10.94%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.35 %1.16 %1.2 %11.18 %23.28 %
Sector0.36 %1.71 %3.36 %21.42 %40.08 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund0.56 %3.32 %6.13 %3.42 %6 %
Sector0.69 %8.25 %13.12 %1.54 %7.09 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha0.62
Beta0.43
Sharpe-0
Volatility2.94
Tracking error3.75
Information ratio-0.67
R-Squared0.84

Price movement

52 week high119.27
52 week low115.6
Current bid price0
Current offer price0
Current mid price118.57

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 29.5% International Equities
  • 26.66% Cash & Cash Equivalents
  • 11.68% Alternative Investment Strategies
  • 10.95% Global Government Fixed Interest
  • 10.94% Global Corporate Fixed Interest
  • 5.44% Global Index Linked
  • 4.51% Commodity & Energy
  • 0.32% Private Equity

Individual holdings

  • 4.31% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 09/04/18 GBP1
  • 3.61% HM TREASURY UNITED KINGDOM DMO 1.25% GILT 22/7/18 GBP0.01
  • 3.59% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 11/06/18 GBP1
  • 3.59% UNITED STATES OF AMER TREAS NOTES 0% NTS 30/04/18 USD1000
  • 3.58% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 25/06/18 GBP1
  • 2.92% HM TREASURY UNITED KINGDOM DMO 0.125% IDX GILT 22/03/24 GBP0.01
  • 2.91% ASPECT DIVERSIFIED TRENDS FUND
  • 2.54% ETFS GBP DAILY HEDGED PHYSICAL GOLD
  • 2.52% AUSTRALIA(COMMONWEALTH OF) 4.75% TB 21/04/27 AUD100 (CDI)
  • 2.48% AUSTRALIAN GOVT LOANS(CMNWLTH OF) 5.5% LN STK 21/04/23 AUD100