Fact sheet: LO AllRoads

Fund information
Fund name
LO All Roads (EUR) N Acc
Fund manager company
Lombard Odier
Fund type
Offshore Fund
Fund managers
  • Sui Kai Wongsince 01/07/2014
  • Aurele Stornosince 23/10/2012
  • Thierry Béchusince 01/07/2014
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
None
Quick stats
1 Year return
6.7%
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
£423m (£398m 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.
35
Top in this sector
Fund name1 Year
Smith & Williamson Md-OcnWdInv29.6%
Investec EmrgMktsMA26.7%
HSBC Pfl World Seltn 425.4%
GaveKal Asian Opp UCITS24%
SEB 2 Generation 8021.5%
...more in FO Mixed Asset - Flexible

Performance snapshot

Holdings snapshot

  • No data available.
  • Government Bonds33.6%
    Equities25.2%
    Fixed Interest18.9%
    Commodity & Energy13.5%
    Index Linked8.9%
  • Alternative Assets89.7%
    Japanese Equities2.8%
    US Equities2.1%
    German Equities1.9%
    South Korean Equities1.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.2%2.9%3.2%6.7%11.5%21.9%
Sector0.8%2.5%3.4%7%11.5%23%
Rank within sector------
Quartile
Calendar performance
 YTD - 20172016201520142013
Fund3.4%4.3%-1%8.2%-0.2%
Sector3.5%3.4%-0.1%5%6.8%
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.
1.26
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.
0.7
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.
0.06
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%.
4.42
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.
3.2
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.
0.05
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.
0.59
Price movement
52 week high12.24
52 week low11.41
Current bid price-
Current offer price-
Current mid price12.28
Region
No data available.
Industry sector
1Government Bonds33.57%
2Equities25.15%
3Fixed Interest18.91%
4Commodity & Energy13.52%
5Index Linked8.85%
Asset type
1Alternative Assets89.65%
2Japanese Equities2.81%
3US Equities2.13%
4German Equities1.88%
5South Korean Equities1.3%
6Chinese Equities0.61%
7French Equities0.5%
8Indonesian Equities0.27%
9Indian Equities0.2%
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
None
Fund managers
NameSinceBiography
Sui Kai Wong01/07/2014
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
Thierry Béchu01/07/2014Thierry Béchu is responsible for the short term book of the Tactical Alpha fund at LOIM. He joined Lombard Odier in October 2010. Previously, he was working for Lyxor as Senior Portfolio Manager in the 'Gestion Alternative' department. Before that, he was Senior Portfolio Manager of a Global Macro fund at Société Générale and has been Proprietary Trader at Commerzbank and Dresdner Bank in Frankfort and Paris. Thierry gained a Master in Economy and a pre-PhD diploma (DEA) in Finance from Orléans University in 1986 and 1988. He wrote a reference book on Technical Analysis and is the former President of the French association for Technical Analysis (AFATE). He teaches Technical Analysis at the Dauphine University.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Transparent for German Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Curacao, Germany, Spain, Finland, France, United Kingdom, Italy, Republic Of Korea, Liechtenstein, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
LO All Roads (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)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price18.6658
CurrencyCHF
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5US
LO All Roads (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)0.9%
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price16.4765
CurrencyCHF
Price updated25/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF5UR
LO All Roads (CHF) Systematic Hedged N
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 price19.1636
CurrencyCHF
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBWF5
LO All Roads (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)1.35%
Total expense ratio (TER)1.35%
Bid price-
Offer price-
Mid price18.3054
CurrencyCHF
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeLJ04
LO All Roads (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)1.35%
Total expense ratio (TER)1.35%
Bid price-
Offer price-
Mid price16.2699
CurrencyCHF
Price updated25/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeLJ32
LO All Roads (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 price19.5529
CurrencyCHF
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFHDP
LO All Roads (EUR) 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 price12.1448
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5UT
LO All Roads (EUR) N Acc
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 price12.2832
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF1GK
LO All Roads (EUR) N Inc
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 price12.1038
CurrencyEUR
Price updated25/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeF8WQ
LO All Roads (EUR) 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 price11.9106
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0QTI
LO All Roads (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 (EUR) R A
Initial charge3%
Annual charge0.5%
Min single investment£1,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)2.45%
Total expense ratio (TER)2.45%
Bid price-
Offer price-
Mid price11.3515
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code121W
LO All Roads (EUR) 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 price12.3121
CurrencyEUR
Price updated21/02/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFN9J
LO All Roads (GBP) 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 price12.4219
CurrencyGBP
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5UU
LO All Roads (GBP) Systematic Hedged N
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 price12.5754
CurrencyGBP
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code0QTJ
LO All Roads (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 price12.1432
CurrencyGBP
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0YXJ
LO All Roads (SEK) 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)-
Bid price-
Offer price-
Mid price102.1318
CurrencySEK
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeC1GN
LO All Roads (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 price12.234
CurrencyUSD
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF5UV
LO All Roads (USD) Systematic Hedged N
Initial charge5%
Annual charge0.5%
Min single investment£1,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.73%
Total expense ratio (TER)0.7%
Bid price-
Offer price-
Mid price12.2688
CurrencyUSD
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE11H
LO All Roads (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 price11.9975
CurrencyUSD
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0WQS
Data provided by

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