Fact sheet: Ruffer Investment Company

Fund information

Fund name
Ruffer Investment Company
Fund company manager
Ruffer LLP
Fund type
ITR
Fund manager(s)
Steve Russell
since 01/07/2004
Hamish Baillie
since 01/10/2011
Duncan MacInnes
since 01/09/2016
Fund objective
The principal objective of the Company is to achieve a positive total annual return, after all expenses, of at least twice the Bank of England Bank Rate by investing predominantly in internationally listed or quoted equities or equity related securities (including convertibles) or bonds which are issued by corporate issuers, supranationals or government organisations.
Benchmark
No Specified Index
Investment style
Flexible
Investment method
None

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

4.9 %

1 Year rank in sector

11/15

Sector

IT Flexible Investment

Yield

0.7668

Fund size

£ 394.3 m

FE Risk score

73

NAV

228.04

Discount/Premium

+2.9425

Gearing

100

Top in sector

Holdings snapshot

  • Not Specified
    34%
  • UK
    25%
  • Japan
    19%
  • North America
    9%
  • Money Market
    6%
  • Global Index Linked
    40%
  • Japanese Equities
    17%
  • UK Equities
    9%
  • Money Market
    8%
  • North American Equities
    8%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.46 %1.09 %4.9 %24.05 %27.88 %
Sector2.39 %5.73 %14.46 %35.82 %45.6 %
Rank within sector4 / 1412 / 1511 / 1512 / 1410 / 13
Quartile th2 nd4 th3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.88 %12.91 %-0.79 %4.32 %7.25 %
Sector11.94 %14.47 %3.32 %3.91 %5.73 %
Rank within sector14 / 1512 / 1511 / 146 / 148 / 14
Quartile th4 th4 th4 th2 nd3 rd

Risk statistics

Alpha0.58
Beta0.62
Sharpe0.34
Volatility7.57
Tracking error7.17
Information ratio-0.43
R-Squared0.14

Price movement

52 week high240
52 week low224
Current bid price233.5
Current offer price234.5
Current mid price234.75

Holdings by region

  • 34% Not Specified
  • 25% UK
  • 19% Japan
  • 9% North America
  • 6% Money Market
  • 3% Europe
  • 2% Asia Pacific ex Japan
  • 2% Others

Holdings by sector

-

Holdings by asset type

  • 40% Global Index Linked
  • 17% Japanese Equities
  • 9% UK Equities
  • 8% Money Market
  • 8% North American Equities
  • 4% Alternative Investment Strategies
  • 4% Commodity & Energy
  • 3% European Equities
  • 2% Asia Pacific ex Japan Equities
  • 2% Hedge

Individual holdings

  • 6.2% HM TREASURY UNITED KINGDOM DMO 1.875% IDX LKD GILT 22/11/22 GBP
  • 5.6% HM TREASURY UNITED KINGDOM DMO 0.375% IDX-LKD GILT 22/03/62 GBP
  • 4.9% HM TREASURY UNITED KINGDOM DMO 0.125% GILT 22/03/68 GBP0.01
  • 4.2% US TREASURY 0.625% TIPS 2021
  • 3.6% US TREASURY 0.125% TIPS 2023
  • 2.4% T&D HOLDINGS INC
  • 2.2% LLOYDS BANKING GROUP PLC
  • 1.9% SUMITOMO MITSUI FINANCIAL GROUP INC
  • 1.8% MIZUHO FINANCIAL GROUP
  • 1.4% MITSUBISHI UFJ FINANCIAL GROUP