Fact sheet: LO AllRoads MltAst

Fund information
Fund name
LO All Roads Multi-Asset (EUR) I A
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund managers
  • Aurele Stornosince 23/10/2012
Fund objective
The Fund is a multi-asset product with a focus on liquidity and the mitigation of downside risk. It accesses a diverse range of asset classes through passive or smart beta exposures. In addition it looks to enhance its risk and return profile by adding proven and uncorrelated alpha strategies. The objective is to generate a positive return of 5% p.a. over EONIA (gross of fees) while limiting maximum drawdowns to 10%. The Fund relies primarily on a risk parity methodology which targets an equal ex-ante risk contribution from each asset class.
Benchmark
  • No Specified Index
Investment style
Flexible
Investment method
Mixed
Quick stats
1 Year return
5.8%
1 Year rank in sector
-
Sector
FO Mixed Asset - Flexible
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.71%
Fund size
£376m (£139m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
33
Top in this sector
Fund name1 Year
Investec EmrgMktsMA31.5%
HSBC Pfl World Seltn 427.9%
Smith & Williamson Mid-OceanWdInv25.1%
Northstar Mgd Stg24.1%
Baring Dynamic Emg Mkts21.8%
...more in FO Mixed Asset - Flexible

Performance snapshot

Holdings snapshot

  • No data available.
  • Government Bonds55.7%
    Equities17.7%
    Commodity & Energy14.6%
    Fixed Interest11.9%
  • Alternative Assets98.9%
    Japanese Equities0.3%
    US Equities0.2%
    German Equities0.2%
    South Korean Equities0.1%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%3.1%5%5.8%13.7%-
Sector0.2%4%4.2%4.8%10.9%26.9%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund5.8%-1%8.2%-0.2%-
Sector3.1%-0.1%5%6.8%6.9%
Rank within sector-----
Quartile
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
2.06
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.63
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.28
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
4.22
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
3.36
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.15
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.57
Price movement
52 week high12.14
52 week low11.18
Current bid price-
Current offer price-
Current mid price12.05
Region
No data available.
Industry sector
1Government Bonds55.72%
2Equities17.72%
3Commodity & Energy14.64%
4Fixed Interest11.93%
Asset type
1Alternative Assets98.91%
2Japanese Equities0.3%
3US Equities0.22%
4German Equities0.2%
5South Korean Equities0.14%
6Chinese Equities0.06%
7French Equities0.05%
8Indonesian Equities0.03%
9Indian Equities0.02%
Individual holdings
No data available.
Management
Fund manager group
Lombard Odier
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund objective
The Fund is a multi-asset product with a focus on liquidity and the mitigation of downside risk. It accesses a diverse range of asset classes through passive or smart beta exposures. In addition it looks to enhance its risk and return profile by adding proven and uncorrelated alpha strategies. The objective is to generate a positive return of 5% p.a. over EONIA (gross of fees) while limiting maximum drawdowns to 10%. The Fund relies primarily on a risk parity methodology which targets an equal ex-ante risk contribution from each asset class.
Benchmark
  • No Specified Index
Investment style
Flexible
Investment method
Mixed
Fund managers
NameSinceBiography
Aurele Storno23/10/2012Aurele Storno graduated from the Swiss Federal School of Technology in 1999 and received the Chartered Financial Analyst designation in 2004. He started his professional career as a consultant for Arthur Andersen, involved in projects concerning business and financial planning for small firms as well as organizational and process reviews. Aurèle Storno joined Lombard Odier Darier Hentsch & Cie in 2001 to take part in the set up in the Fund Research Unit, analyzing both traditional long-only funds and hedge funds. He was directly involved in the research and selection of current advisors to the LODHI World Gold Expertise Fund. He was also active in the research of US equity products and was co-managing the LODHI US Expertise Fund. In early 2005, he joined the centralized portfolio management unit and specialized in the management of fund-based portfolios. Since 2007 he is managing balanced portfolios for clients domiciled in the French-speaking part of Switzerland
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, Finland, France, United Kingdom, Italy, Republic Of Korea, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
LO All Roads Multi-Asset (CHF) Systematic Hedged I A
Initial charge5%
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.7%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price18.8462
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBWF5
LO All Roads Multi-Asset (CHF) Systematic Hedged M A
Initial charge5%
Annual charge0.55%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.91%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price18.3748
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5US
LO All Roads Multi-Asset (CHF) Systematic Hedged M D
Initial charge5%
Annual charge0.55%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.91%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price16.2196
CurrencyCHF
Price updated27/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF5UR
LO All Roads Multi-Asset (CHF) Systematic Hedged P A
Initial charge5%
Annual charge0.5%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.36%
Total expense ratio (TER)1.35%
Bid price-
Offer price-
Mid price18.0669
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeLJ04
LO All Roads Multi-Asset (CHF) Systematic Hedged P D
Initial charge5%
Annual charge0.5%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.37%
Total expense ratio (TER)1.35%
Bid price-
Offer price-
Mid price16.0579
CurrencyCHF
Price updated27/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeLJ32
LO All Roads Multi-Asset (CHF) Systematic Hedged S A
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.08%
Total expense ratio (TER)0.08%
Bid price-
Offer price-
Mid price19.1581
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFHDP
LO All Roads Multi-Asset (EUR) I A
Initial charge5%
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.71%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price12.0473
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF1GK
LO All Roads Multi-Asset (EUR) I D
Initial charge5%
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.71%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price11.8713
CurrencyEUR
Price updated27/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeF8WQ
LO All Roads Multi-Asset (EUR) M A
Initial charge5%
Annual charge0.55%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.91%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price11.9233
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5UT
LO All Roads Multi-Asset (EUR) P A
Initial charge5%
Annual charge0.5%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.36%
Total expense ratio (TER)1.35%
Bid price-
Offer price-
Mid price11.7238
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0QTI
LO All Roads Multi-Asset (EUR) P D
Initial charge5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.36%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10.5549
CurrencyEUR
Price updated31/01/2014
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFB4P
LO All Roads Multi-Asset (EUR) R A
Initial charge3%
Annual charge0.5%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.48%
Total expense ratio (TER)2.45%
Bid price-
Offer price-
Mid price11.2453
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code121W
LO All Roads Multi-Asset (EUR) S A
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.09%
Total expense ratio (TER)0.08%
Bid price-
Offer price-
Mid price12.1999
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFN9J
LO All Roads Multi-Asset (GBP) Systematic Hedged I A
Initial charge5%
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.71%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price12.2834
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0QTJ
LO All Roads Multi-Asset (GBP) Systematic Hedged M A
Initial charge5%
Annual charge0.5%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.64%
Bid price-
Offer price-
Mid price12.1454
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5UU
LO All Roads Multi-Asset (GBP) Systematic Hedged P A
Initial charge5%
Annual charge0.5%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.36%
Total expense ratio (TER)1.35%
Bid price-
Offer price-
Mid price11.9041
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0YXJ
LO All Roads Multi-Asset (USD) Systematic Hedged I A
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.71%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price11.9227
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE11H
LO All Roads Multi-Asset (USD) Systematic Hedged M A
Initial charge5%
Annual charge0.55%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price11.9007
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5UV
LO All Roads Multi-Asset (USD) Systematic Hedged P A
Initial charge5%
Annual charge0.5%
Min single investment£3,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.35%
Total expense ratio (TER)1.35%
Bid price-
Offer price-
Mid price11.7011
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0WQS
Data provided by

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