LF Ruffer Absolute Return Fund C Accumulation

Morningstar Rating™(Relative to Category)31/07/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageLow4 star
5-YearAverageLow3 star
10-YearAverageLow3 star
OverallAverageLow3 star
 
Click here to see our Methodology
1 Year Daily Volatility Chart (annualised)
  • LF Ruffer Absolute Return Fund C Accumulation
  • Morningstar UK Moderate
%
Volatility Measurements31/07/2020
 
3-Yr Std Dev6.02 %
3-Yr Mean Return3.20 %
 
3-Yr Sharpe Ratio0.43
 
Modern Portfolio Statistics31/07/202031/07/2020
 Standard IndexBest Fit Index
 Morningstar UK Moderate  Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR
3-Yr Beta0.420.30
3-Yr Alpha1.050.00
 
Advertisement
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)

Audience Confirmation


By clicking 'accept' I acknowledge that this website uses cookies and other technologies to tailor my experience and understand how I and other visitors use our site. See 'Cookie Consent' for more detail.

  • Other Morningstar Websites
© Copyright 2020 Morningstar, Inc. All rights reserved.

Terms of Use        Privacy Policy        Cookies