Fact sheet: RufrTlRnInt

Fund information

Fund name
Ruffer Total Return International O Acc GBP
Fund company manager
FundPartner Solutions(Eur)S.A.
Fund type
SIB
Fund manager(s)
Alex Lennard
since 13/07/2011
Jacques Hirsch
since 13/07/2011
Fund objective
The investment objective of Ruffer Total Return International (‘the fund’) is to achieve positive returns with low volatility from an actively managed portfolio. The fund may have exposure to the following asset classes: cash, debt securities of any type (including government and corporate debt), equities and equity related securities and commodities (including precious metals). Pervading this objective is a fundamental philosophy of capital preservation.
Benchmark
-
Investment style
Total Return,Flexible
Investment method
None

Quick stats

1 Year return

-1.59 %

1 Year rank in sector

157/171

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 2.3 b

FE Risk score

47

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Others
    40%
  • Japan
    19%
  • Money Market
    13%
  • UK
    12%
  • North America
    9%
  • Global Index Linked
    33%
  • Japanese Equities
    19%
  • Money Market
    13%
  • UK Equities
    12%
  • North American Equities
    9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-3.36 %0.97 %-1.59 %10.56 %23.05 %
Sector-2.42 %2.27 %4.57 %7.56 %21.13 %
Rank within sector152 / 191117 / 183157 / 17148 / 11944 / 87
Quartile th4 th3 rd4 th2 nd3 rd

Calendar performance

YTD-20182017201620152014
Fund-1.49 %0.71 %13.88 %0.29 %5.69 %
Sector-0.63 %7.96 %3.43 %-0.06 %4.97 %
Rank within sector132 / 190155 / 16912 / 13864 / 11651 / 97
Quartile th3 rd4 th1 st3 rd3 rd

Risk statistics

Alpha1.04
Beta0.78
Sharpe0.04
Volatility5.47
Tracking error4.23
Information ratio0.05
R-Squared0.43

Price movement

52 week high139.56
52 week low132.19
Current bid price0
Current offer price0
Current mid price134.71

Holdings by region

  • 40% Others
  • 19% Japan
  • 13% Money Market
  • 12% UK
  • 9% North America
  • 5% Europe
  • 2% Asia Pacific ex Japan

Holdings by sector

-

Holdings by asset type

  • 33% Global Index Linked
  • 19% Japanese Equities
  • 13% Money Market
  • 12% UK Equities
  • 9% North American Equities
  • 5% European Equities
  • 4% Commodity & Energy
  • 3% Hedge
  • 2% Asia Pacific ex Japan Equities

Individual holdings

  • 7.3% UK TREASURY INDEX-LINKED 0.125% 2068
  • 5.8% HM TREASURY UNITED KINGDOM DMO 0.375% IDX-LKD GILT 22/03/62 GBP
  • 5.3% US TIPS 1.25% 2020
  • 4.5% HM TREASURY UNITED KINGDOM DMO 0.125% IDX-LKD GILT 22/11/19 GBP0.01
  • 3.6% DAI-ICHI LIFE INSURANCE
  • 3.5% UNITED STATES OF AMER TREAS NOTES 0.625% NTS 15/07/21 USD100
  • 2.4% MITSUBISHI UFJ FINANCIAL GROUP
  • 2.4% SUMITOMO MITSUI FINANCIAL GROUP INC
  • 2.1% SONY CORP
  • 2% ORIX CORP