Performance
Trailing returns
| 1 day |
| -2.78% | |||
| 1 week |
| -2.78% | |||
| 4 week |
| -3.15% | |||
| 3 month | +0.53% |
| |||
| YTD | +7.30% |
| |||
| 1 year | +11.01% |
| |||
| 3 years* | +5.71% |
| |||
| 5 years* | +10.23% |
| |||
| *annualised | |||||
| Best 3-month return | +15.58% | |
| Worst 3-month return | -4.05% |
Morningstar statistics
Morningstar category: GBP Moderate Allocation
| Return | Risk | Rating | |
| 3 years | Below Average | Below Average |
 
|
| 5 years | High | Below Average |
|
| 10 years | - | - | - |
| Overall | Above Average | Below Average |
|
Morningstar style Learn more
| Large | |||
| Mid | |||
| Small | |||
| Value | Blend | Growth |
Key statistics
| Total assets | ||
| Front load | 7.50% | |
| Deferred load | - | |
| Expense ratio | - | |
| Management fee | 1.30% | |
| Fund family | Ruffer LLP (Capita) |
Asset allocation
| Cash | 8.95% | |
| Stocks | 49.78% | |
| Bonds | 29.44% | |
| Preferred | 0.02% | |
| Other | 11.80% |
Purchase information
| Initial | �1,000,000 | |
| Additional | �100,000 |
15.66-0.50(-3.07%)
Jun 14, 4:00pm BST
Overall Morningstar RatingTM
Description
The fund's objective is to achieve low volatility, positive returns from an actively managed portfolio of different asset classes, including internationally listed or quoted equities or equity related securities (including convertibles) or bonds which are issued by corporate issuers, supra-nationals or government organisations and currencies. The company may also invest in collective investment schemes, cash and money market instruments. Pervading this objective is a fundamental philosophy of capital preservation. The Company's principal performance objective is to achieve a positive total annual return, after all expenses, or twice the Bank of England base rate.
Advisor Company:
Ruffer LLP
Ruffer LLP
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -1.15 | -0.16 | 4.97 | - | |
| Beta* | 1.02 | 0.69 | 0.60 | - | |
| Mean annual return | 1.12 | 0.56 | 0.86 | - | |
| R-squared* | 37.68 | 38.35 | 50.65 | - | |
| Standard deviation | 5.86 | 5.99 | 8.21 | - | |
| Sharpe ratio | 2.21 | 1.01 | 1.11 | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| UK I/L GILT 1.25 11/22/2017 | 7.26% | |
| US Treasury Note | 4.81% | |
| US Treasury Note | 4.04% | |
| UK I/L GILT 1.25 11/22/2055 | 3.71% | |
| CG Real Return A | 3.38% | |
| CF Ruffer Japanese I | 3.35% | |
| United Kingdom (Government Of) 0.25% | 2.85% | |
| Kao Corporation (4452) | 2.64% | |
| T&D Holdings, Inc. (8795) | 2.55% | |
| CF Ruffer Baker Steel Gold O | 2.54% |