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
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

4.89 %

1 Year rank in sector

94/158

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 2.2 b

FE Risk score

51

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    40%
  • Japan
    16%
  • Money Market
    11%
  • UK
    11%
  • North America
    8%
  • Global Index Linked
    39%
  • Japanese Equities
    16%
  • Money Market
    13%
  • UK Equities
    10%
  • North American Equities
    8%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.32 %-1.98 %4.89 %19.86 %35.15 %
Sector0.05 %4.38 %5.95 %9.76 %25.73 %
Rank within sector144 / 177165 / 17094 / 15823 / 10225 / 74
Quartile th4 th4 th3 rd1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund-1.37 %13.88 %0.29 %5.69 %9.47 %
Sector5 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector162 / 17013 / 13959 / 11448 / 9531 / 81
Quartile th4 th1 st3 rd3 rd2 nd

Risk statistics

Alpha3.74
Beta0.89
Sharpe0.52
Volatility5.84
Tracking error3.99
Information ratio0.83
R-Squared0.54

Price movement

52 week high137.6
52 week low127.14
Current bid price0
Current offer price0
Current mid price133.92

Holdings by region

  • 40% International
  • 16% Japan
  • 11% Money Market
  • 11% UK
  • 8% North America
  • 8% Others
  • 4% Europe
  • 2% Asia Pacific ex Japan

Holdings by sector

-

Holdings by asset type

  • 39% Global Index Linked
  • 16% Japanese Equities
  • 13% Money Market
  • 10% UK Equities
  • 8% North American Equities
  • 4% Commodity & Energy
  • 4% European Equities
  • 3% Hedge
  • 2% Asia Pacific ex Japan Equities
  • 1% Options

Individual holdings

  • 9.6% UK TSY 1.875% 2022 I/L GILT
  • 7.1% UK TREASURY INDEX-LINKED 0.125% 2068
  • 6.1% HM TREASURY UNITED KINGDOM DMO 0.375% IDX-LKD GILT 22/03/62 GBP
  • 5.4% US TIPS 1.25% 2020
  • 4.9% HM TREASURY UNITED KINGDOM DMO 0.125% IDX-LKD GILT 22/11/19 GBP0.01
  • 2.7% DAI-ICHI LIFE HLDGS INC
  • 2.7% LLOYDS BANKING GROUP PLC
  • 2.3% SONY CORP
  • 2% ORIX CORP
  • 1.5% MITSUBISHI UFJ FINANCIAL GROUP