LF Ruffer Absolute Return Fund K Accumulation
Ticker
0P0001HBLW.L
ISIN
GB00B0XP1T7
Price
GBp 272.83
Change Today
-2.12 / -0.771 %
Price 1 year ago
233.17 / 17.009 %
Morningstar
5
52 Week Low
233.12
52 Week High
295.42
200 Day Moving Average 276.01
276.01
50-day Moving Average
270.56
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.03 |
| Sortino Ratio | -0.35 |
| Maximum Drawdown | -3.85% |
| Maximum Drawdown Date | 2024-01-17 |
| Calmar Ratio | -0.43 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.00 |
| Volatility | 5.423% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 19.918% |
| Average Annual Volatility | 14.205% |
| Sharpe Ratio | 1.40 |
| Sortino Ratio | 2.08 |
| Maximum Drawdown | -10.0% |
| Maximum Drawdown Date | 2023-11-01 |
| Calmar Ratio | -1.72 |
Company information
Summary
The investment objective of the Sub-fund is to achieve low volatility and positive returns in all market conditions from an actively managed portfolio of equities or equity related securities (including convertibles) and corporate and government bonds and currencies. The Sub-fund may also invest in collective investment schemes, cash and money market instruments. Pervading this objective is a fundamental philosophy of capital preservation.
Market
GB
Category
GBP Flexible Allocation
Expense Ratio
-
Fund family
-
Morningstar
5
Yield
0.028199999
Exchange
LSE
| Sector | Weight |
|---|---|
| Industrials | 8.07% |
| Energy | 5.14% |
| Financial services | 4.38% |
| Basic materials | 4.34% |
| Communication services | 3.18% |
| Consumer defensive | 2.93% |
| Healthcare | 2.83% |
| Technology | 2.59% |
| Consumer cyclical | 0.99% |
| Realestate | 0.54% |
| Utilities | 0.13% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| Ruffer Illiquid Multi Strategies 2015 | 6.72% | |
| United Kingdom of Great Britain and Northern Ireland 4% | 4.44% | |
| United Kingdom of Great Britain and Northern Ireland 0.12% | 4.29% | |
| LLOY.L | Lloyds Banking Group PLC | 3.39% |
| IGLN.IR | iShares Physical Gold ETC | 3.2% |
| Ruffer UK Mid and Smaller Coms Z GBP Cap | 3.2% | |
| LF Ruffer Gold I Acc | 2.9% | |
| United Kingdom of Great Britain and Northern Ireland 1.25% | 2.64% | |
| United States Treasury Notes 0.12% | 2.57% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P00000CM4.L | LF Ruffer Equity & General Fund O Income | GB00B03J9K6 | LSE | 1.58% | 5 | ||
| 0P00000DV2.L | LF Ruffer Total Return Fund O Accumulation | GB00B03JB00 | LSE | 1.54% | 5 | -2.92 | -- |
| 0P00001RT3.L | LF Ruffer Total Return Fund I Income | GB00B03JB00 | LSE | 1.04% | 5 | -7.54 | -- |
| 0P00001RYR.L | LF Ruffer Total Return Fund I Accumulation | GB00B03JB00 | LSE | 1.04% | 5 | +0.24 | -- |
| 0P000023DD.L | LF Ruffer Equity & General Fund I Income | GB00B03J9K6 | LSE | 1.08% | 5 | ||
| 0P000023DE.L | LF Ruffer Equity & General Fund I Accumulation | GB00B03J9K6 | LSE | 1.08% | 5 | ||
| 0P00002658.L | LF Ruffer Total Return Fund S Income | GB00B03JB00 | LSE | 1.04% | 5 | ||
| 0P00002659.L | LF Ruffer Total Return Fund S Accumulation | GB00B03JB00 | LSE | 1.04% | 5 | ||
| 0P00006452.L | LF Ruffer Absolute Return Fund C Accumulation | GB00B0XP2X8 | LSE | 1.23% | 5 | ||
| 0P00006453.L | LF Ruffer Absolute Return Fund O Income | GB00B0XP1T7 | LSE | 1.53% | 5 | ||
| 0P00006454.L | LF Ruffer Absolute Return Fund O Accumulation | GB00B0XP1T7 | LSE | 1.53% | 5 | ||
| 0P0000648V.L | LF Ruffer Absolute Return Fund C Income | GB00B0XP1T7 | LSE | 1.23% | 5 | ||
| 0P0000K158.L | LF Ruffer Japanese Fund I Accumulation | GB00B3SGLC9 | LSE | 5 | |||
| 0P0000WYGL.L | LF Ruffer Absolute Return Fund I Accumulation | GB00B0XP2X8 | LSE | 5 | |||
| 0P0000XB8D.L | LF Ruffer Japanese Fund C Accumulation | GB00B846SB6 | LSE | 5 | |||
| 0P00019PJD.L | LF Ruffer Gold Fund C Income | GB00B8BZBT5 | LSE | 5 | |||
| 0P0001H3HL.L | LF Ruffer Absolute Return Fund L Income | GB00B0XP1T7 | LSE | 5 | |||
| 0P0001HBLR.L | LF Ruffer Absolute Return Fund H Income | GB00B0XP1T7 | LSE | 5 | |||
| 0P0001HBLS.L | LF Ruffer Absolute Return Fund H Accumulation | GB00B0XP1T7 | LSE | 5 | |||
| 0P0001HBLT.L | LF Ruffer Absolute Return Fund J Income | GB00B0XP1T7 | LSE | 5 | |||
| 0P0001HBLU.L | LF Ruffer Absolute Return Fund J Accumulation | GB00B0XP1T7 | LSE | 5 | |||
| 0P0001HBLV.L | LF Ruffer Absolute Return Fund K Income | GB00B0XP1T7 | LSE | 5 | |||
| 0P0001HBLW.L | LF Ruffer Absolute Return Fund K Accumulation | GB00B0XP1T7 | LSE | 5 | |||
| 0P0001HCAZ.L | LF Ruffer Total Return Fund J Accumulation | GB00B03JB00 | LSE | 5 | |||
| 0P0001HCB0.L | LF Ruffer Total Return Fund K Income | GB00B03JB00 | LSE | 5 | |||
| 0P0001HCB1.L | LF Ruffer Total Return Fund K Accumulation | GB00B03JB00 | LSE | 5 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.