Fact sheet: Ruffer Investment Company

Fund information

Fund name
Ruffer Investment Company
Fund company manager
Ruffer LLP
Fund type
ITR
Fund manager
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
-
Investment method
-

Performance snapshot

Quick stats

1 Year return

16.3 %

1 Year rank in sector

11/15

Sector

IT Flexible Investment

Yield

1.1123

Fund size

£ 382.1 m

FE Risk score

73

NAV

229.38

Discount/Premium

+1.9051

Gearing

100

Top in sector

Holdings snapshot

  • Not Specified
    51%
  • Japan
    17%
  • UK
    9%
  • Money Market
    8%
  • North America
    8%
  • Global Index Linked
    40%
  • Japanese Equities
    17%
  • UK Equities
    9%
  • Money Market
    8%
  • North American Equities
    8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.16 %-0.37 %16.3 %20.57 %29.01 %
Sector2.25 %9.81 %23.33 %31.32 %43.37 %
Rank within sector16 / 1616 / 1611 / 1511 / 1411 / 13
Quartile th4 th4 th3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund0.06 %12.91 %-0.79 %4.32 %7.25 %
Sector9.45 %14.47 %3.32 %3.91 %5.73 %
Rank within sector16 / 1612 / 1511 / 146 / 148 / 14
Quartile th4 th4 th4 th2 nd3 rd

Risk statistics

Alpha0.42
Beta0.66
Sharpe0.38
Volatility7.44
Tracking error6.89
Information ratio-0.4
R-Squared0.17

Price movement

52 week high240
52 week low203.75
Current bid price233.75
Current offer price234.5
Current mid price233.75

Holdings by region

  • 51% Not Specified
  • 17% Japan
  • 9% UK
  • 8% Money Market
  • 8% North America
  • 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

  • 6.4% HM TREASURY UNITED KINGDOM DMO 1.875% IDX LKD GILT 22/11/22 GBP
  • 5.8% HM TREASURY UNITED KINGDOM DMO 0.375% IDX-LKD GILT 22/03/62 GBP
  • 5.2% HM TREASURY UNITED KINGDOM DMO 0.125% GILT 22/03/68 GBP0.01
  • 4.5% US TREASURY 0.625% TIPS 2021
  • 3.8% US TREASURY 0.125% TIPS 2023
  • 2.5% T&D HOLDINGS INC
  • 2.2% LLOYDS BANKING GROUP PLC
  • 1.7% SUMITOMO MITSUI FINANCIAL GROUP INC
  • 1.5% MITSUBISHI UFJ FINANCIAL GROUP
  • 1.3% OAKLEY CAPITAL INVESTMENTS LTD