LF Ruffer Absolute Return Fund C Accumulation

Investment Style Details30/04/2020
Morningstar Style Box®
Equity Style
SizeRel to Cat
Average Mkt Cap (Mil)GBP 9294-
Market Capitalisation% of Equity
Giant19.26
Large38.78
Medium24.23
Small12.82
Micro4.90
Valuations and Growth RatesEquity PortfolioRelative to Category
Price/Prospective Earnings14.050.75
Price/Book1.110.73
Price/Sales0.830.75
Price/Cash Flow6.520.87
Dividend-Yield Factor3.370.91
 
Long-Term Projected Earnings Growth9.821.02
Historical Earnings Growth9.46-106.50
Sales Growth0.480.55
Cash-Flow Growth-2.95-0.42
Book-Value Growth-3.06-1.53
 
Fixed Income Style-
Morningstar Style Box®
Fixed Income Style
SizeRel to Cat
Total Market Value (Mil)GBP 4487
Maturity Distribution %
1 to 310.32
3 to 50.00
5 to 710.13
7 to 1017.82
10 to 150.00
15 to 200.00
20 to 3024.40
Over 3019.20
Effective Maturity-
Effective Duration-
Credit Quality Breakdown %     %
AAA -   BB-
AA-   B-
A-   Below B-
BBB-   Not Rated-
 
Asset Allocation30/04/2020
Asset Allocation
 % Long% Short% Net Assets
Stock36.560.0036.56
Bond21.540.0021.54
Property0.000.000.00
Cash52.9550.582.37
Other15.150.0315.11
World Regions30/04/2020
 % of EquityRelative to Category
United States19.900.62
Canada15.217.44
Latin America0.591.13
United Kingdom24.450.65
Eurozone3.300.40
Europe - ex Euro5.011.10
Europe - Emerging0.290.91
Africa4.106.57
Middle East0.000.00
Japan20.443.15
Australasia2.612.47
Asia - Developed0.320.12
Asia - Emerging3.801.05
 
Sector Weightings30/04/2020
 % of EquityRelative to Category
Basic MaterialsBasic Materials28.653.66
Consumer CyclicalConsumer Cyclical8.200.90
Financial ServicesFinancial Services15.110.93
Real EstateReal Estate3.150.71
Consumer DefensiveConsumer Defensive7.540.70
HealthcareHealthcare9.310.75
UtilitiesUtilities0.050.01
Communication ServicesCommunication Services5.920.68
EnergyEnergy5.261.37
IndustrialsIndustrials9.090.85
TechnologyTechnology7.730.63
 
Top 10 Holdings30/04/2020
 Portfolio
Total Number of Equity Holdings81
Total Number of Bond Holdings21
Assets in Top 10 Holdings45.77
NameSectorCountry% of Assets
Ruffer Illiquid Multi Strategies 2015Guernsey8.16
United Kingdom of Great Britain and N... United Kingdom7.88
United Kingdom of Great Britain and N... United Kingdom4.60
United States Treasury Bonds 0.25%United States4.36
LF Ruffer Gold I AccUnited Kingdom4.04
United Kingdom of Great Britain and N... United Kingdom3.79
United States Treasury Notes 0.88%United States3.70
United Kingdom of Great Britain and N... United Kingdom3.29
United States Treasury Notes 0.25%United States3.19
United Kingdom of Great Britain and N... United Kingdom2.76
 
 
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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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