LF Ruffer Absolute Return Fund C Accumulation

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Morningstar Rating™(Relative to Category)31/08/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageLow4 star
5-YearBelow AverageLow3 star
10-YearBelow AverageLow3 star
OverallBelow AverageLow3 star
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1 Year Daily Volatility Chart (annualised)
  • LF Ruffer Absolute Return Fund C Accumulation
  • Morningstar UK Mod Tgt Alloc NR GBP
Volatility Measurements31/08/2021
3-Yr Std Dev6.98 %
3-Yr Mean Return6.93 %
3-Yr Sharpe Ratio0.90
Modern Portfolio Statistics31/08/202131/08/2021
 Standard IndexBest Fit Index
 Morningstar UK Mod Tgt Alloc NR GBP  S&P Global Natural Resources TR USD
3-Yr Beta0.420.22
3-Yr Alpha3.725.07
In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)
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