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.