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

0.8 %

1 Year rank in sector

123/177

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 2.4 b

FE Risk score

46

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Not Specified
    48%
  • Japan
    17%
  • UK
    13%
  • Money Market
    11%
  • North America
    7%
  • Global Index Linked
    36%
  • Japanese Equities
    17%
  • UK Equities
    13%
  • Money Market
    11%
  • North American Equities
    7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.07 %0.42 %0.8 %8.93 %23.34 %
Sector-0.41 %-0.43 %2.14 %7.95 %23 %
Rank within sector59 / 20067 / 190123 / 17761 / 12950 / 88
Quartile th2 nd2 nd3 rd2 nd3 rd

Calendar performance

YTD-20182017201620152014
Fund0.04 %0.71 %13.88 %0.29 %5.69 %
Sector-0.68 %7.96 %3.43 %-0.06 %4.97 %
Rank within sector74 / 190156 / 16912 / 13865 / 11247 / 93
Quartile th2 nd4 th1 st3 rd3 rd

Risk statistics

Alpha0.92
Beta0.8
Sharpe-0
Volatility5.56
Tracking error4.1
Information ratio0.12
R-Squared0.48

Price movement

52 week high139.56
52 week low132.19
Current bid price0
Current offer price0
Current mid price136.8

Holdings by region

  • 48% Not Specified
  • 17% Japan
  • 13% UK
  • 11% Money Market
  • 7% North America
  • 3% Europe
  • 1% Asia Pacific ex Japan

Holdings by sector

-

Holdings by asset type

  • 36% Global Index Linked
  • 17% Japanese Equities
  • 13% UK Equities
  • 11% Money Market
  • 7% North American Equities
  • 5% Commodity & Energy
  • 4% Hedge
  • 3% European Equities
  • 3% Global Short Maturity Fixed Interest
  • 1% Asia Pacific ex Japan Equities

Individual holdings

  • 7.3% UK TREASURY INDEX-LINKED 0.125% 2068
  • 6.6% US TIPS 1.25% 2020
  • 5.8% HM TREASURY UNITED KINGDOM DMO 0.375% IDX-LKD GILT 22/03/62 GBP
  • 4.6% HM TREASURY UNITED KINGDOM DMO 0.125% IDX-LKD GILT 22/11/19 GBP0.01
  • 3.8% UNITED STATES OF AMER TREAS NOTES 0.625% NTS 15/07/21 USD100