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

1.31 %

1 Year rank in sector

-

Sector

UT Volatility Managed

Yield

1.53

Fund size

£ 275.0 m

FE Risk score

27

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International Equities
    27.48%
  • Money Market
    25.68%
  • Alternative Investment Strategies
    19.27%
  • Global Corporate Fixed Interest
    10.5%
  • Global Government Fixed Interest
    8.38%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund-1.54 %0.16 %1.31 %10.49 %22.13 %
Sector-2.89 %0.43 %3.72 %18.63 %36.14 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20182017201620152014
Fund-0.87 %3.32 %6.13 %3.42 %6 %
Sector-2.05 %8.25 %13.12 %1.54 %7.09 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha1.05
Beta0.41
Sharpe0.13
Volatility2.66
Tracking error3.66
Information ratio-0.76
R-Squared0.81

Price movement

52 week high119.27
52 week low116.56
Current bid price0
Current offer price0
Current mid price117.27

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 27.48% International Equities
  • 25.68% Money Market
  • 19.27% Alternative Investment Strategies
  • 10.5% Global Corporate Fixed Interest
  • 8.38% Global Government Fixed Interest
  • 4.81% Global Index Linked
  • 3.59% Commodity & Energy
  • 0.29% Private Equity

Individual holdings

  • 4.36% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 09/04/18 GBP1
  • 4.36% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 19/03/18 GBP1
  • 3.82% M&G GLOBAL MACRO BOND FUND
  • 3.78% HENDERSON UK ABSOLUTE RETURN FUND
  • 3.65% HM TREASURY UNITED KINGDOM DMO 1.25% GILT 22/7/18 GBP0.01
  • 3.64% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 05/03/18 GBP1
  • 3.64% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 12/02/18 GBP1
  • 3.64% UNITED STATES OF AMER TREAS NOTES 0% NTS 30/04/18 USD1000
  • 3.2% ASPECT DIVERSIFIED TRENDS FUND
  • 2.97% HM TREASURY UNITED KINGDOM DMO 0.125% IDX GILT 22/03/24 GBP0.01